-46.6%
COIN vs SONY
+8.9%
-55.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.4% |
| 7D | -5.1% | -2.7% | -2.4% | -2.9% |
| 30D | +17.6% | +1.5% | +16.1% | +15.5% |
| 3M | +9.2% | +13.0% | -3.8% | -3.5% |
| 6M | -11.8% | +11.2% | -23.0% | -21.7% |
| YTD | -22.5% | -6.6% | -15.9% | -19.6% |
| 1Y | -45.9% | -18.1% | -27.8% | -37.2% |
| 3Y | +117.4% | +42.1% | +75.3% | +34.7% |
| 5Y | -29.4% | +11.0% | -40.5% | -41.8% |
| All | -46.6% | +8.9% | -55.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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