-30.6%
COIN vs CL
+27.8%
-58.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | -10.6% | -2.4% | -8.2% | -11.1% |
| 30D | +16.0% | -4.8% | +20.7% | +14.8% |
| 3M | +11.9% | -1.7% | +13.6% | +11.6% |
| 6M | -12.3% | -3.8% | -8.5% | -12.9% |
| YTD | -23.8% | +13.3% | -37.1% | -21.9% |
| 1Y | -45.4% | +8.3% | -53.7% | -44.2% |
| 3Y | +109.9% | +28.8% | +81.0% | +111.4% |
| 5Y | -30.6% | +28.5% | -59.2% | -29.4% |
| All | -30.6% | +27.8% | -58.4% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling