-50.7%
COIN vs CLS
-28.7%
-22.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.1% | +13.2% | +6.7% |
| 7D | -6.7% | -21.1% | +14.5% | -0.3% |
| 30D | -19.5% | -38.2% | +18.7% | -8.3% |
| 3M | +0.5% | -36.3% | +36.8% | +12.2% |
| 6M | -25.4% | -43.8% | +18.4% | -15.4% |
| YTD | -33.0% | -20.0% | -13.0% | -33.8% |
| 1Y | -50.7% | -29.6% | -21.1% | -49.9% |
| All | -50.7% | -28.7% | -22.0% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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