-47.5%
COIN vs CCJ
+483.3%
-530.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | +0.1% |
| 7D | -10.6% | -3.2% | -7.4% | -9.1% |
| 30D | +16.0% | -1.3% | +17.3% | +17.0% |
| 3M | +11.9% | +2.5% | +9.4% | +10.6% |
| 6M | -12.3% | -18.9% | +6.5% | -3.5% |
| YTD | -23.8% | +6.5% | -30.3% | -27.8% |
| 1Y | -45.4% | +22.8% | -68.2% | -53.8% |
| 3Y | +109.9% | +164.5% | -54.6% | +9.2% |
| 5Y | -30.6% | +303.7% | -334.3% | -72.4% |
| All | -47.5% | +483.3% | -530.8% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling