-12.5%
COIN vs CLS
+36.1%
-48.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -0.1% | +20.1% | -20.2% | -5.3% |
| 30D | +17.5% | +6.0% | +11.5% | +15.0% |
| 3M | +12.4% | -10.3% | +22.6% | +13.0% |
| 6M | -12.5% | +24.5% | -37.0% | -21.2% |
| All | -12.5% | +36.1% | -48.6% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling