-46.6%
COIN vs CLS
+3,977.1%
-4,023.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.8% | -1.4% |
| 7D | -5.1% | +10.9% | -16.0% | -9.9% |
| 30D | +17.6% | +2.1% | +15.5% | +15.9% |
| 3M | +9.2% | -10.2% | +19.4% | +11.5% |
| 6M | -11.8% | +30.4% | -42.1% | -29.0% |
| YTD | -22.5% | +17.2% | -39.7% | -35.9% |
| 1Y | -45.9% | +41.0% | -86.9% | -61.3% |
| 3Y | +117.4% | +1,338.0% | -1,220.6% | -69.9% |
| 5Y | -29.4% | +3,860.6% | -3,890.0% | -94.5% |
| All | -46.6% | +3,977.1% | -4,023.7% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling