-50.7%
COIN vs CL
+33.4%
-84.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +5.4% |
| 7D | -6.7% | +7.7% | -14.4% | -3.8% |
| 30D | -19.5% | +15.2% | -34.7% | -14.9% |
| 3M | +0.5% | +7.3% | -6.8% | +3.4% |
| 6M | -25.4% | +17.0% | -42.4% | -19.8% |
| YTD | -33.0% | +28.0% | -61.0% | -27.6% |
| 1Y | -50.7% | +32.1% | -82.8% | -45.2% |
| All | -50.7% | +33.4% | -84.1% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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