+122.0%
CSCO vs COIN
-28.9%
+150.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.6% | +4.2% |
| 7D | +2.7% | -5.1% | +7.8% | +3.1% |
| 30D | -9.5% | +17.6% | -27.1% | -10.8% |
| 3M | -7.6% | +9.2% | -16.9% | -8.7% |
| 6M | +44.9% | -11.8% | +56.7% | +45.1% |
| YTD | +47.7% | -22.5% | +70.2% | +48.5% |
| 1Y | +69.1% | -45.9% | +115.0% | +74.1% |
| 3Y | +113.5% | +117.4% | -3.9% | +89.5% |
| All | +122.0% | -28.9% | +150.9% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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