-39.8%
COIN vs CL
+8.2%
-48.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.8% |
| 7D | +3.4% | -2.2% | +5.5% | +2.4% |
| 30D | +23.2% | -4.8% | +28.0% | +20.8% |
| 3M | +12.5% | +4.9% | +7.6% | +15.6% |
| 6M | -11.6% | -5.7% | -5.9% | -15.9% |
| YTD | -18.4% | +14.4% | -32.7% | -13.5% |
| 1Y | -39.8% | +8.7% | -48.6% | -33.8% |
| All | -39.8% | +8.2% | -48.0% | -33.8% |
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