+13.9%
COIN vs CL
+2.6%
+11.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.6% |
| 7D | +3.4% | -2.2% | +5.5% | +2.7% |
| 30D | +23.2% | -4.8% | +28.0% | +21.9% |
| All | +13.9% | +2.6% | +11.3% | +10.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling