If you have crypto in your Coinbase account, you're using a custodial hot wallet. Although Coinbase claims it keeps most of its crypto in cold storage, you have to interact with Coinbase's website to access your funds. Also, please never forget that Coinbase holds your private keys as long as you keep your crypto on the exchange.
However, if you're talking about the Coinbase Wallet, that's a different story. While Coinbase created this app, the Coinbase Wallet is a non-custodial mobile wallet. So, if you send your crypto from Coinbase to the Coinbase Wallet, you have control over your private keys.