-50.7%
COIN vs CBOE
+39.5%
-90.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.2% |
| 7D | -6.7% | +7.7% | -14.4% | -6.4% |
| 30D | -19.5% | +24.4% | -43.9% | -19.7% |
| 3M | +0.5% | +20.0% | -19.5% | +0.1% |
| 6M | -25.4% | +2.4% | -27.7% | -24.3% |
| YTD | -33.0% | +38.5% | -71.6% | -42.2% |
| 1Y | -50.7% | +39.0% | -89.7% | -57.5% |
| All | -50.7% | +39.5% | -90.2% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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