-46.6%
COIN vs VALE
+42.8%
-89.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +9.2% | +2.0% | +7.3% | +7.9% |
| 6M | -11.8% | +2.1% | -13.9% | -12.7% |
| YTD | -22.5% | +20.2% | -42.7% | -29.5% |
| 1Y | -45.9% | +55.2% | -101.1% | -56.2% |
| 3Y | +117.4% | +45.9% | +71.5% | +76.8% |
| 5Y | -29.4% | +41.4% | -70.8% | -42.8% |
| All | -46.6% | +42.8% | -89.4% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling