-11.8%
COIN vs UMC
+136.8%
-148.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.4% |
| 7D | -5.1% | +9.0% | -14.1% | -6.2% |
| 30D | +17.6% | +17.2% | +0.3% | +15.0% |
| 3M | +9.2% | +11.4% | -2.2% | +3.5% |
| 6M | -11.8% | +137.5% | -149.3% | -37.8% |
| All | -11.8% | +136.8% | -148.5% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling