+44.9%
CSCO vs COIN
-11.8%
+56.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | 0.0% | -0.1% | +0.1% | -0.1% |
| 30D | -10.7% | +17.5% | -28.2% | -11.6% |
| 3M | -8.7% | +12.4% | -21.1% | -9.5% |
| 6M | +44.9% | -12.5% | +57.5% | +46.8% |
| All | +44.9% | -11.8% | +56.7% | +46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling