+116.7%
COIN vs CL
+29.0%
+87.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.5% |
| 7D | -0.1% | -2.3% | +2.2% | -0.9% |
| 30D | +17.5% | -5.5% | +23.0% | +15.4% |
| 3M | +12.4% | +0.8% | +11.5% | +13.0% |
| 6M | -12.5% | -4.2% | -8.3% | -13.8% |
| YTD | -22.7% | +13.4% | -36.2% | -19.2% |
| 1Y | -45.2% | +7.1% | -52.3% | -43.3% |
| All | +116.7% | +29.0% | +87.7% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling