-50.7%
COIN vs UMC
+112.5%
-163.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.2% | +4.4% |
| 7D | -6.7% | -14.7% | +8.0% | -4.7% |
| 30D | -19.5% | -32.9% | +13.4% | -15.6% |
| 3M | +0.5% | -22.2% | +22.7% | +3.3% |
| 6M | -25.4% | +25.9% | -51.3% | -30.7% |
| YTD | -33.0% | +107.9% | -140.9% | -46.9% |
| 1Y | -50.7% | +115.0% | -165.7% | -62.8% |
| All | -50.7% | +112.5% | -163.2% | -62.8% |
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