-46.6%
COIN vs CBOE
+196.1%
-242.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.0% |
| 7D | -5.1% | -5.8% | +0.7% | -4.3% |
| 30D | +17.6% | -3.1% | +20.7% | +18.0% |
| 3M | +9.2% | -4.8% | +14.0% | +9.6% |
| 6M | -11.8% | -0.6% | -11.2% | -12.7% |
| YTD | -22.5% | +12.8% | -35.3% | -25.7% |
| 1Y | -45.9% | +19.8% | -65.7% | -48.8% |
| 3Y | +117.4% | +86.9% | +30.4% | +44.5% |
| 5Y | -29.4% | +136.5% | -166.0% | -64.0% |
| All | -46.6% | +196.1% | -242.7% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling