+113.7%
COIN vs SPGI
+13.8%
+99.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | 0.0% |
| 7D | -10.6% | -8.9% | -1.7% | -4.3% |
| 30D | +16.0% | +0.6% | +15.3% | +15.4% |
| 3M | +11.9% | +2.0% | +9.9% | +9.3% |
| 6M | -12.3% | +0.1% | -12.4% | -13.3% |
| YTD | -23.8% | -16.4% | -7.4% | -14.5% |
| 1Y | -45.4% | -18.9% | -26.4% | -37.5% |
| All | +113.7% | +13.8% | +99.9% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling