-27.8%
COIN vs SCHW
+59.3%
-87.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -1.9% | -3.2% | -3.6% |
| 30D | +17.6% | -1.6% | +19.2% | +19.0% |
| 3M | +9.2% | +21.3% | -12.0% | -7.6% |
| 6M | -11.8% | +16.5% | -28.3% | -23.8% |
| YTD | -22.5% | +8.4% | -30.9% | -28.6% |
| 1Y | -45.9% | +15.6% | -61.5% | -52.8% |
| 3Y | +117.4% | +86.8% | +30.5% | +29.6% |
| All | -27.8% | +59.3% | -87.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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