-45.5%
COIN vs CI
+24.3%
-69.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.8% |
| 7D | +1.2% | -2.0% | +3.2% | +1.6% |
| 30D | +16.5% | -1.8% | +18.3% | +16.8% |
| 3M | +10.4% | -4.2% | +14.6% | +11.1% |
| 6M | -9.3% | +2.7% | -12.0% | -10.0% |
| YTD | -20.9% | +1.9% | -22.8% | -21.4% |
| 1Y | -40.8% | -6.3% | -34.5% | -40.4% |
| 3Y | +118.0% | +3.9% | +114.1% | +106.3% |
| 5Y | -30.7% | +41.9% | -72.6% | -41.4% |
| All | -45.5% | +24.3% | -69.8% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling