-30.8%
COIN vs S
-57.1%
+26.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | +17.6% | -11.4% | +29.0% | +25.1% |
| 3M | +9.2% | +33.8% | -24.6% | -11.0% |
| 6M | -11.8% | +39.5% | -51.2% | -31.4% |
| YTD | -22.5% | +31.7% | -54.2% | -37.9% |
| 1Y | -45.9% | +7.0% | -52.9% | -51.0% |
| 3Y | +117.4% | +11.8% | +105.6% | +82.8% |
| 5Y | -29.4% | -69.0% | +39.6% | -5.3% |
| All | -30.8% | -57.1% | +26.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling