-27.8%
COIN vs CI
+50.4%
-78.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | +17.6% | +1.8% | +15.8% | +17.1% |
| 3M | +9.2% | -4.2% | +13.5% | +10.0% |
| 6M | -11.8% | +8.8% | -20.6% | -13.5% |
| YTD | -22.5% | +3.7% | -26.2% | -23.3% |
| 1Y | -45.9% | -6.1% | -39.8% | -45.5% |
| 3Y | +117.4% | +4.5% | +112.9% | +103.7% |
| All | -27.8% | +50.4% | -78.2% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling