-45.5%
COIN vs USB
+38.5%
-84.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -1.9% |
| 7D | +1.2% | +2.1% | -0.9% | -0.5% |
| 30D | +16.5% | -2.3% | +18.8% | +18.1% |
| 3M | +10.4% | +13.9% | -3.5% | -2.1% |
| 6M | -9.3% | +21.6% | -30.9% | -24.4% |
| YTD | -20.9% | +19.3% | -40.2% | -32.8% |
| 1Y | -40.8% | +33.6% | -74.4% | -54.4% |
| 3Y | +118.0% | +97.7% | +20.3% | +27.3% |
| 5Y | -30.7% | +40.4% | -71.1% | -47.7% |
| All | -45.5% | +38.5% | -84.0% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling