-46.8%
COIN vs REPL
-52.3%
+5.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | -0.1% | -9.6% | +9.4% | +0.4% |
| 30D | +17.5% | +5.7% | +11.8% | +17.0% |
| 3M | +12.4% | +56.4% | -44.0% | +6.6% |
| 6M | -12.5% | +67.4% | -80.0% | -23.5% |
| YTD | -22.7% | +48.7% | -71.4% | -32.1% |
| 1Y | -45.2% | +148.3% | -193.5% | -56.5% |
| 3Y | +112.8% | -26.7% | +139.5% | +63.9% |
| 5Y | -31.9% | -54.1% | +22.3% | -48.6% |
| All | -46.8% | -52.3% | +5.5% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling