+142.2%
CSCO vs COIN
-54.8%
+197.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -1.1% | -10.6% | +9.5% | -0.3% |
| 30D | -10.8% | +16.0% | -26.7% | -12.0% |
| 3M | -9.2% | +11.9% | -21.1% | -10.5% |
| 6M | +39.5% | -12.3% | +51.9% | +39.8% |
| YTD | +41.5% | -23.8% | +65.3% | +42.4% |
| 1Y | +61.0% | -45.4% | +106.3% | +65.4% |
| 3Y | +105.2% | +109.9% | -4.7% | +84.0% |
| 5Y | +113.4% | -30.6% | +144.1% | +94.3% |
| All | +142.2% | -54.8% | +197.0% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling