-46.6%
COIN vs Z
-77.6%
+31.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.7% |
| 7D | -5.1% | -6.0% | +1.0% | -1.5% |
| 30D | +17.6% | -2.3% | +19.9% | +18.6% |
| 3M | +9.2% | -0.6% | +9.9% | +7.8% |
| 6M | -11.8% | -27.6% | +15.9% | +4.5% |
| YTD | -22.5% | -52.4% | +29.9% | +18.1% |
| 1Y | -45.9% | -63.6% | +17.7% | -3.3% |
| 3Y | +117.4% | -36.4% | +153.8% | +140.4% |
| 5Y | -29.4% | -64.6% | +35.2% | -20.1% |
| All | -46.6% | -77.6% | +31.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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