-27.8%
COIN vs CLS
+3,833.6%
-3,861.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.8% | -1.5% |
| 7D | -5.1% | +10.9% | -16.0% | -10.1% |
| 30D | +17.6% | +2.1% | +15.5% | +15.8% |
| 3M | +9.2% | -10.2% | +19.4% | +11.5% |
| 6M | -11.8% | +30.4% | -42.1% | -29.7% |
| YTD | -22.5% | +17.2% | -39.7% | -36.5% |
| 1Y | -45.9% | +41.0% | -86.9% | -62.0% |
| 3Y | +117.4% | +1,338.0% | -1,220.6% | -75.2% |
| All | -27.8% | +3,833.6% | -3,861.4% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling