-46.6%
COIN vs RRC
+364.7%
-411.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -5.1% | -1.8% | -3.3% | -4.5% |
| 30D | +17.6% | +2.7% | +14.9% | +16.5% |
| 3M | +9.2% | +8.8% | +0.4% | +5.4% |
| 6M | -11.8% | -1.2% | -10.6% | -12.7% |
| YTD | -22.5% | +17.6% | -40.1% | -27.9% |
| 1Y | -45.9% | +18.4% | -64.3% | -50.0% |
| 3Y | +117.4% | +33.1% | +84.3% | +93.4% |
| 5Y | -29.4% | +148.2% | -177.6% | -43.1% |
| All | -46.6% | +364.7% | -411.3% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling