-45.5%
COIN vs U
-58.1%
+12.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -4.5% |
| 7D | +1.2% | +4.5% | -3.3% | -1.1% |
| 30D | +16.5% | -0.6% | +17.1% | +16.6% |
| 3M | +10.4% | +48.4% | -38.1% | -12.7% |
| 6M | -9.3% | +115.4% | -124.6% | -42.9% |
| YTD | -20.9% | -3.2% | -17.7% | -27.1% |
| 1Y | -40.8% | -6.0% | -34.7% | -45.8% |
| 3Y | +118.0% | +13.5% | +104.5% | +50.9% |
| 5Y | -30.7% | -68.0% | +37.3% | -19.8% |
| All | -45.5% | -58.1% | +12.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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