-47.5%
COIN vs CLX
-43.2%
-4.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -10.6% | -5.9% | -4.7% | -9.9% |
| 30D | +16.0% | -17.0% | +33.0% | +18.8% |
| 3M | +11.9% | -9.6% | +21.5% | +13.3% |
| 6M | -12.3% | -21.5% | +9.2% | -9.2% |
| YTD | -23.8% | -8.8% | -15.0% | -23.6% |
| 1Y | -45.4% | -24.7% | -20.7% | -43.3% |
| 3Y | +109.9% | -35.6% | +145.5% | +121.1% |
| 5Y | -30.6% | -37.6% | +7.0% | -31.2% |
| All | -47.5% | -43.2% | -4.4% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling