-29.1%
COIN vs REPL
-58.3%
+29.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.0% |
| 7D | -10.6% | -13.4% | +2.8% | -10.0% |
| 30D | +16.0% | -3.0% | +19.0% | +15.9% |
| 3M | +11.9% | +56.3% | -44.4% | +6.2% |
| 6M | -12.3% | +60.9% | -73.2% | -23.0% |
| YTD | -23.8% | +36.2% | -60.0% | -32.4% |
| 1Y | -45.4% | +121.0% | -166.4% | -56.0% |
| 3Y | +109.9% | -32.8% | +142.7% | +66.5% |
| All | -29.1% | -58.3% | +29.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling