-11.8%
COIN vs CCJ
-18.9%
+7.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -5.1% | -4.0% | -1.0% | -2.7% |
| 30D | +17.6% | -2.4% | +20.0% | +19.5% |
| 3M | +9.2% | -2.3% | +11.6% | +10.0% |
| 6M | -11.8% | -16.2% | +4.4% | -3.9% |
| All | -11.8% | -18.9% | +7.1% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling