-46.6%
COIN vs SPG
+140.2%
-186.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.6% |
| 7D | -5.1% | -1.2% | -3.9% | -4.0% |
| 30D | +17.6% | -6.1% | +23.7% | +25.4% |
| 3M | +9.2% | -3.6% | +12.9% | +12.2% |
| 6M | -11.8% | +10.4% | -22.2% | -22.6% |
| YTD | -22.5% | +14.4% | -36.9% | -34.7% |
| 1Y | -45.9% | +16.5% | -62.4% | -55.8% |
| 3Y | +117.4% | +106.8% | +10.6% | -15.5% |
| 5Y | -29.4% | +108.9% | -138.3% | -71.5% |
| All | -46.6% | +140.2% | -186.8% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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