-46.8%
COIN vs STZ
-40.6%
-6.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.5% |
| 7D | -0.1% | -6.0% | +5.9% | +2.2% |
| 30D | +17.5% | -8.9% | +26.4% | +21.3% |
| 3M | +12.4% | -12.6% | +24.9% | +17.2% |
| 6M | -12.5% | -17.2% | +4.7% | -7.7% |
| YTD | -22.7% | -10.0% | -12.7% | -24.9% |
| 1Y | -45.2% | -14.3% | -30.9% | -45.2% |
| 3Y | +112.8% | -49.9% | +162.8% | +193.1% |
| 5Y | -31.9% | -38.2% | +6.4% | -10.8% |
| All | -46.8% | -40.6% | -6.2% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling