-46.6%
COIN vs QSR
+39.8%
-86.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -5.1% | -4.0% | -1.1% | -2.0% |
| 30D | +17.6% | +2.8% | +14.8% | +15.5% |
| 3M | +9.2% | +5.1% | +4.2% | +4.8% |
| 6M | -11.8% | +8.8% | -20.6% | -18.3% |
| YTD | -22.5% | +14.8% | -37.3% | -32.1% |
| 1Y | -45.9% | +25.7% | -71.6% | -56.9% |
| 3Y | +117.4% | +27.5% | +89.9% | +59.6% |
| 5Y | -29.4% | +41.3% | -70.7% | -64.0% |
| All | -46.6% | +39.8% | -86.5% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling