-45.5%
COIN vs CLF
-30.5%
-15.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | +1.2% | +6.5% | -5.3% | -1.5% |
| 30D | +16.5% | +0.2% | +16.3% | +15.7% |
| 3M | +10.4% | -3.1% | +13.5% | +9.3% |
| 6M | -9.3% | +25.0% | -34.3% | -20.6% |
| YTD | -20.9% | -7.5% | -13.4% | -23.3% |
| 1Y | -40.8% | +11.5% | -52.3% | -48.7% |
| 3Y | +118.0% | -13.7% | +131.7% | +94.3% |
| 5Y | -30.7% | -47.0% | +16.3% | -26.5% |
| All | -45.5% | -30.5% | -15.0% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling