-27.8%
COIN vs RUN
-81.0%
+53.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -5.1% | -3.7% | -1.4% | -4.1% |
| 30D | +17.6% | -13.0% | +30.6% | +21.9% |
| 3M | +9.2% | -31.8% | +41.0% | +19.9% |
| 6M | -11.8% | -32.2% | +20.5% | -3.8% |
| YTD | -22.5% | -53.5% | +31.0% | -9.2% |
| 1Y | -45.9% | -46.5% | +0.6% | -40.1% |
| 3Y | +117.4% | -37.6% | +155.0% | +40.6% |
| All | -27.8% | -81.0% | +53.1% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling