+117.4%
COIN vs RUN
-39.0%
+156.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -5.1% | -3.7% | -1.4% | -4.6% |
| 30D | +17.6% | -13.0% | +30.6% | +19.6% |
| 3M | +9.2% | -31.8% | +41.0% | +14.1% |
| 6M | -11.8% | -32.2% | +20.5% | -7.9% |
| YTD | -22.5% | -53.5% | +31.0% | -16.5% |
| 1Y | -45.9% | -46.5% | +0.6% | -42.6% |
| 3Y | +117.4% | -37.6% | +155.0% | +92.8% |
| All | +117.4% | -39.0% | +156.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling