-50.7%
COIN vs CI
+21.2%
-71.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +3.8% |
| 7D | -6.7% | +3.5% | -10.2% | -7.0% |
| 30D | -19.5% | +12.6% | -32.1% | -20.5% |
| 3M | +0.5% | +12.1% | -11.6% | -0.4% |
| 6M | -25.4% | +10.6% | -35.9% | -25.8% |
| YTD | -33.0% | +12.8% | -45.9% | -31.5% |
| 1Y | -50.7% | +18.0% | -68.7% | -48.7% |
| All | -50.7% | +21.2% | -71.9% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling