-46.6%
COIN vs CCJ
+478.8%
-525.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -5.1% | -4.0% | -1.0% | -3.1% |
| 30D | +17.6% | -2.4% | +20.0% | +19.3% |
| 3M | +9.2% | -2.3% | +11.6% | +10.7% |
| 6M | -11.8% | -16.2% | +4.4% | -4.3% |
| YTD | -22.5% | +5.7% | -28.2% | -26.3% |
| 1Y | -45.9% | +21.3% | -67.2% | -53.9% |
| 3Y | +117.4% | +159.4% | -42.0% | +14.4% |
| 5Y | -29.4% | +300.7% | -330.1% | -71.8% |
| All | -46.6% | +478.8% | -525.4% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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