-27.8%
COIN vs STZ
-37.6%
+9.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -5.1% | -4.5% | -0.6% | -3.4% |
| 30D | +17.6% | -8.6% | +26.2% | +21.4% |
| 3M | +9.2% | -13.8% | +23.0% | +14.8% |
| 6M | -11.8% | -17.2% | +5.4% | -6.7% |
| YTD | -22.5% | -9.4% | -13.1% | -25.1% |
| 1Y | -45.9% | -11.9% | -34.0% | -46.9% |
| 3Y | +117.4% | -49.6% | +167.0% | +204.7% |
| All | -27.8% | -37.6% | +9.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling