-50.7%
COIN vs STZ
+14.7%
-65.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.2% | +6.5% |
| 7D | -6.7% | +13.0% | -19.6% | -1.1% |
| 30D | -19.5% | +29.4% | -48.9% | -9.5% |
| 3M | +0.5% | +11.6% | -11.1% | +6.5% |
| 6M | -25.4% | -0.2% | -25.1% | -24.4% |
| YTD | -33.0% | +8.6% | -41.6% | -38.3% |
| 1Y | -50.7% | +15.9% | -66.6% | -53.9% |
| All | -50.7% | +14.7% | -65.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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