+117.4%
COIN vs CLS
+1,361.6%
-1,244.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.8% | -0.9% |
| 7D | -5.1% | +10.9% | -16.0% | -9.2% |
| 30D | +17.6% | +2.1% | +15.5% | +16.1% |
| 3M | +9.2% | -10.2% | +19.4% | +11.3% |
| 6M | -11.8% | +30.4% | -42.1% | -26.4% |
| YTD | -22.5% | +17.2% | -39.7% | -33.8% |
| 1Y | -45.9% | +41.0% | -86.9% | -59.0% |
| 3Y | +117.4% | +1,338.0% | -1,220.6% | -59.2% |
| All | +117.4% | +1,361.6% | -1,244.2% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling