-11.8%
COIN vs VALE
+0.9%
-12.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +17.6% | +8.6% | +9.0% | +10.3% |
| 3M | +9.2% | +2.0% | +7.3% | +7.2% |
| 6M | -11.8% | +2.1% | -13.9% | -12.8% |
| All | -11.8% | +0.9% | -12.7% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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