-50.7%
COIN vs QSR
+23.8%
-74.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.7% |
| 7D | -6.7% | +5.2% | -11.8% | -7.9% |
| 30D | -19.5% | +12.2% | -31.7% | -22.1% |
| 3M | +0.5% | +7.0% | -6.5% | +0.1% |
| 6M | -25.4% | -0.3% | -25.1% | -25.2% |
| YTD | -33.0% | +18.0% | -51.0% | -30.9% |
| 1Y | -50.7% | +22.6% | -73.3% | -49.4% |
| All | -50.7% | +23.8% | -74.5% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling