-47.5%
COIN vs RGEN
-22.6%
-24.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -10.6% | -2.9% | -7.7% | -9.2% |
| 30D | +16.0% | -0.1% | +16.0% | +16.4% |
| 3M | +11.9% | +25.9% | -14.0% | -2.6% |
| 6M | -12.3% | +35.2% | -47.6% | -27.6% |
| YTD | -23.8% | +0.5% | -24.3% | -25.8% |
| 1Y | -45.4% | +37.0% | -82.3% | -55.6% |
| 3Y | +109.9% | +2.0% | +107.8% | +79.3% |
| 5Y | -30.6% | -44.2% | +13.6% | -28.6% |
| All | -47.5% | -22.6% | -24.9% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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