+117.4%
COIN vs STZ
-49.6%
+167.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | -5.1% | -4.5% | -0.6% | -5.0% |
| 30D | +17.6% | -8.6% | +26.2% | +17.8% |
| 3M | +9.2% | -13.8% | +23.0% | +9.7% |
| 6M | -11.8% | -17.2% | +5.4% | -11.3% |
| YTD | -22.5% | -9.4% | -13.1% | -25.5% |
| 1Y | -45.9% | -11.9% | -34.0% | -47.6% |
| 3Y | +117.4% | -49.6% | +167.0% | +118.4% |
| All | +117.4% | -49.6% | +167.0% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling