-46.8%
COIN vs Z
-77.8%
+31.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.9% |
| 7D | -0.1% | -7.1% | +6.9% | +4.5% |
| 30D | +17.5% | -4.8% | +22.3% | +20.4% |
| 3M | +12.4% | -9.3% | +21.7% | +17.1% |
| 6M | -12.5% | -29.0% | +16.4% | +4.8% |
| YTD | -22.7% | -52.9% | +30.1% | +18.6% |
| 1Y | -45.2% | -63.1% | +17.9% | -2.8% |
| 3Y | +112.8% | -36.9% | +149.7% | +136.4% |
| 5Y | -31.9% | -65.5% | +33.6% | -21.8% |
| All | -46.8% | -77.8% | +31.1% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling