-45.9%
COIN vs CLS
+37.8%
-83.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.8% | -0.2% |
| 7D | -5.1% | +10.9% | -16.0% | -8.0% |
| 30D | +17.6% | +2.1% | +15.5% | +16.4% |
| 3M | +9.2% | -10.2% | +19.4% | +10.5% |
| 6M | -11.8% | +30.4% | -42.1% | -21.9% |
| YTD | -22.5% | +17.2% | -39.7% | -30.1% |
| 1Y | -45.9% | +41.0% | -86.9% | -51.9% |
| All | -45.9% | +37.8% | -83.7% | -51.9% |
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