-31.0%
COIN vs S
-57.7%
+26.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -0.1% | -1.2% | +1.1% | +0.6% |
| 30D | +17.5% | -12.6% | +30.1% | +26.0% |
| 3M | +12.4% | +27.6% | -15.2% | -5.7% |
| 6M | -12.5% | +35.5% | -48.0% | -30.7% |
| YTD | -22.7% | +29.6% | -52.3% | -37.5% |
| 1Y | -45.2% | +8.1% | -53.3% | -50.7% |
| 3Y | +112.8% | +14.8% | +98.1% | +75.9% |
| 5Y | -31.9% | -70.6% | +38.7% | -7.1% |
| All | -31.0% | -57.7% | +26.7% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling