-46.6%
COIN vs CL
+23.9%
-70.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.5% |
| 7D | -5.1% | -2.2% | -2.9% | -5.5% |
| 30D | +17.6% | -6.0% | +23.6% | +16.2% |
| 3M | +9.2% | -2.3% | +11.6% | +8.8% |
| 6M | -11.8% | -2.0% | -9.8% | -11.9% |
| YTD | -22.5% | +11.8% | -34.3% | -20.8% |
| 1Y | -45.9% | +5.8% | -51.7% | -45.0% |
| 3Y | +117.4% | +25.9% | +91.5% | +118.7% |
| 5Y | -29.4% | +26.9% | -56.4% | -29.0% |
| All | -46.6% | +23.9% | -70.5% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling