-46.6%
COIN vs SCHW
+72.0%
-118.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -1.9% | -3.2% | -3.7% |
| 30D | +17.6% | -1.6% | +19.2% | +18.9% |
| 3M | +9.2% | +21.3% | -12.0% | -6.7% |
| 6M | -11.8% | +16.5% | -28.3% | -23.1% |
| YTD | -22.5% | +8.4% | -30.9% | -28.2% |
| 1Y | -45.9% | +15.6% | -61.5% | -52.3% |
| 3Y | +117.4% | +86.8% | +30.5% | +35.0% |
| 5Y | -29.4% | +60.5% | -89.9% | -48.9% |
| All | -46.6% | +72.0% | -118.6% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling