-50.7%
COIN vs CAI
+12.6%
-63.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.8% |
| 7D | -6.7% | -6.3% | -0.4% | -4.6% |
| 30D | -19.5% | +9.3% | -28.8% | -21.6% |
| 3M | +0.5% | +106.3% | -105.8% | -19.0% |
| 6M | -25.4% | +77.7% | -103.1% | -38.7% |
| YTD | -33.0% | +23.1% | -56.1% | -40.5% |
| 1Y | -50.7% | +6.5% | -57.2% | -54.1% |
| All | -50.7% | +12.6% | -63.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling