-46.6%
COIN vs SPGI
+21.5%
-68.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -5.1% | -7.4% | +2.3% | +3.0% |
| 30D | +17.6% | +0.4% | +17.2% | +16.9% |
| 3M | +9.2% | +5.3% | +4.0% | +2.0% |
| 6M | -11.8% | +1.7% | -13.4% | -15.1% |
| YTD | -22.5% | -16.4% | -6.1% | -8.7% |
| 1Y | -45.9% | -20.5% | -25.4% | -33.5% |
| 3Y | +117.4% | +14.2% | +103.2% | +59.5% |
| 5Y | -29.4% | +0.6% | -30.0% | -46.2% |
| All | -46.6% | +21.5% | -68.1% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling