-27.8%
COIN vs RRC
+142.8%
-170.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | -5.1% | -1.8% | -3.3% | -4.4% |
| 30D | +17.6% | +2.7% | +14.9% | +16.3% |
| 3M | +9.2% | +8.8% | +0.4% | +4.8% |
| 6M | -11.8% | -1.2% | -10.6% | -12.8% |
| YTD | -22.5% | +17.6% | -40.1% | -28.8% |
| 1Y | -45.9% | +18.4% | -64.3% | -50.7% |
| 3Y | +117.4% | +33.1% | +84.3% | +88.8% |
| All | -27.8% | +142.8% | -170.7% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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