-61.1%
COIN vs CL
+43.1%
-104.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -1.9% |
| 7D | -5.3% | +3.2% | -8.5% | -4.6% |
| 30D | -26.2% | +8.0% | -34.2% | -24.8% |
| 3M | -17.1% | +7.9% | -24.9% | -15.5% |
| 6M | -36.7% | +14.7% | -51.5% | -34.6% |
| YTD | -43.6% | +29.2% | -72.7% | -40.5% |
| 1Y | -54.9% | +29.5% | -84.5% | -52.4% |
| 3Y | +37.8% | +40.7% | -2.9% | +43.2% |
| 5Y | -62.8% | +43.9% | -106.6% | -61.5% |
| All | -61.1% | +43.1% | -104.2% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling