-46.6%
COIN vs CLF
-31.8%
-14.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | -5.1% | -3.5% | -1.6% | -3.7% |
| 30D | +17.6% | -1.6% | +19.1% | +17.7% |
| 3M | +9.2% | -12.0% | +21.3% | +12.6% |
| 6M | -11.8% | +30.0% | -41.7% | -24.0% |
| YTD | -22.5% | -9.2% | -13.3% | -24.3% |
| 1Y | -45.9% | +2.3% | -48.2% | -51.3% |
| 3Y | +117.4% | -14.4% | +131.8% | +94.2% |
| 5Y | -29.4% | -48.3% | +18.9% | -24.5% |
| All | -46.6% | -31.8% | -14.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling