-47.5%
COIN vs CLBK
+44.3%
-91.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -10.6% | -1.4% | -9.2% | -9.9% |
| 30D | +16.0% | +4.5% | +11.4% | +12.9% |
| 3M | +11.9% | +22.8% | -10.9% | -1.4% |
| 6M | -12.3% | +43.4% | -55.8% | -29.7% |
| YTD | -23.8% | +64.1% | -87.9% | -43.9% |
| 1Y | -45.4% | +67.6% | -112.9% | -60.5% |
| 3Y | +109.9% | +53.3% | +56.6% | +60.9% |
| 5Y | -30.6% | +44.8% | -75.4% | -42.1% |
| All | -47.5% | +44.3% | -91.8% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling