-39.8%
COIN vs CLBK
+73.3%
-113.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +3.4% | +1.2% | +2.1% | +2.9% |
| 30D | +23.2% | +9.1% | +14.1% | +18.4% |
| 3M | +12.5% | +27.7% | -15.2% | +0.4% |
| 6M | -11.6% | +40.8% | -52.5% | -25.0% |
| YTD | -18.4% | +66.4% | -84.7% | -34.5% |
| 1Y | -39.8% | +72.4% | -112.2% | -51.0% |
| All | -39.8% | +73.3% | -113.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling