-47.5%
COIN vs SPY
+97.1%
-144.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | +0.2% |
| 7D | -10.6% | -2.0% | -8.6% | -5.7% |
| 30D | +16.0% | -1.7% | +17.6% | +21.7% |
| 3M | +11.9% | +4.7% | +7.2% | -0.7% |
| 6M | -12.3% | +12.5% | -24.8% | -35.0% |
| YTD | -23.8% | +11.7% | -35.5% | -41.4% |
| 1Y | -45.4% | +17.5% | -62.8% | -62.6% |
| 3Y | +109.9% | +76.6% | +33.3% | -46.7% |
| 5Y | -30.6% | +82.0% | -112.7% | -80.6% |
| All | -47.5% | +97.1% | -144.6% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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