-39.8%
COIN vs SPGI
-12.7%
-27.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.4% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | +23.2% | +8.4% | +14.8% | +18.4% |
| 3M | +12.5% | +11.8% | +0.7% | +5.2% |
| 6M | -11.6% | +5.7% | -17.3% | -15.2% |
| YTD | -18.4% | -9.7% | -8.7% | -19.9% |
| 1Y | -39.8% | -12.5% | -27.4% | -41.4% |
| All | -39.8% | -12.7% | -27.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling