-27.8%
COIN vs ZCMD
-100.0%
+72.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.0% | +8.8% | +1.7% |
| 7D | -5.1% | -5.4% | +0.3% | -5.1% |
| 30D | +17.6% | -24.8% | +42.4% | +17.6% |
| 3M | +9.2% | -62.8% | +72.0% | +9.2% |
| 6M | -11.8% | -99.5% | +87.8% | -11.7% |
| YTD | -22.5% | -99.8% | +77.3% | -22.1% |
| 1Y | -45.9% | -99.9% | +54.0% | -45.9% |
| 3Y | +117.4% | -100.0% | +217.4% | +118.5% |
| All | -27.8% | -100.0% | +72.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 5y: compounded portfolio wealth divided by compounded ZCMD 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…
5y analysis · Full analysis span regression · 6 months rolling