-43.8%
COIN vs CL
+26.7%
-70.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.5% |
| 7D | +3.4% | -2.2% | +5.5% | +2.9% |
| 30D | +23.2% | -4.8% | +28.0% | +22.0% |
| 3M | +12.5% | +4.9% | +7.6% | +13.9% |
| 6M | -11.6% | -5.7% | -5.9% | -12.6% |
| YTD | -18.4% | +14.4% | -32.7% | -16.2% |
| 1Y | -39.8% | +8.7% | -48.6% | -38.5% |
| 3Y | +136.7% | +30.0% | +106.8% | +139.3% |
| 5Y | -33.7% | +28.4% | -62.1% | -33.0% |
| All | -43.8% | +26.7% | -70.5% | -43.7% |
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 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