-46.6%
COIN vs CCI
-45.3%
-1.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +0.5% |
| 7D | -5.1% | -0.3% | -4.8% | -4.9% |
| 30D | +17.6% | +2.2% | +15.4% | +16.3% |
| 3M | +9.2% | -16.9% | +26.1% | +20.0% |
| 6M | -11.8% | -11.5% | -0.2% | -7.0% |
| YTD | -22.5% | -12.8% | -9.7% | -17.8% |
| 1Y | -45.9% | -17.1% | -28.8% | -41.1% |
| 3Y | +117.4% | -9.6% | +127.0% | +97.9% |
| 5Y | -29.4% | -48.9% | +19.5% | +12.5% |
| All | -46.6% | -45.3% | -1.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling