-39.8%
COIN vs CME
+8.4%
-48.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | +3.4% | -1.6% | +4.9% | +3.2% |
| 30D | +23.2% | +6.2% | +16.9% | +23.4% |
| 3M | +12.5% | +10.4% | +2.1% | +11.9% |
| 6M | -11.6% | -9.5% | -2.1% | -11.5% |
| YTD | -18.4% | +6.0% | -24.4% | -23.9% |
| 1Y | -39.8% | +9.3% | -49.1% | -42.4% |
| All | -39.8% | +8.4% | -48.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling