-27.8%
COIN vs CLX
-38.5%
+10.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +1.9% |
| 7D | -5.1% | -5.7% | +0.6% | -4.4% |
| 30D | +17.6% | -17.0% | +34.6% | +20.2% |
| 3M | +9.2% | -9.7% | +18.9% | +10.5% |
| 6M | -11.8% | -19.8% | +8.1% | -9.1% |
| YTD | -22.5% | -9.8% | -12.7% | -22.2% |
| 1Y | -45.9% | -26.2% | -19.7% | -43.8% |
| 3Y | +117.4% | -36.2% | +153.6% | +128.1% |
| All | -27.8% | -38.5% | +10.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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