-39.8%
COIN vs UMC
+209.4%
-249.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.6% | -8.8% | -4.8% |
| 7D | +3.4% | +5.0% | -1.6% | +2.6% |
| 30D | +23.2% | +7.7% | +15.5% | +21.8% |
| 3M | +12.5% | +1.7% | +10.8% | +9.5% |
| 6M | -11.6% | +113.9% | -125.5% | -26.2% |
| YTD | -18.4% | +168.9% | -187.2% | -39.2% |
| 1Y | -39.8% | +207.2% | -247.0% | -54.4% |
| All | -39.8% | +209.4% | -249.3% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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