-30.6%
COIN vs CLF
-49.9%
+19.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | -10.6% | -3.7% | -6.9% | -9.2% |
| 30D | +16.0% | -4.7% | +20.6% | +17.6% |
| 3M | +11.9% | -4.7% | +16.6% | +11.4% |
| 6M | -12.3% | +24.0% | -36.3% | -24.0% |
| YTD | -23.8% | -10.9% | -12.9% | -25.3% |
| 1Y | -45.4% | +4.0% | -49.4% | -51.9% |
| 3Y | +109.9% | -16.9% | +126.8% | +86.4% |
| 5Y | -30.6% | -49.3% | +18.7% | -22.5% |
| All | -30.6% | -49.9% | +19.3% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling