-47.5%
COIN vs CLS
+3,726.1%
-3,773.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.2% |
| 7D | -10.6% | +5.0% | -15.6% | -12.8% |
| 30D | +16.0% | +4.8% | +11.2% | +12.6% |
| 3M | +11.9% | -10.4% | +22.3% | +14.3% |
| 6M | -12.3% | +20.8% | -33.1% | -26.7% |
| YTD | -23.8% | +10.0% | -33.8% | -35.0% |
| 1Y | -45.4% | +28.5% | -73.9% | -59.0% |
| 3Y | +109.9% | +1,292.2% | -1,182.3% | -70.7% |
| 5Y | -30.6% | +3,616.8% | -3,647.4% | -94.5% |
| All | -47.5% | +3,726.1% | -3,773.6% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling