-46.6%
COIN vs CME
+67.3%
-113.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -5.1% | -1.6% | -3.5% | -4.3% |
| 30D | +17.6% | +5.6% | +12.0% | +14.1% |
| 3M | +9.2% | +5.6% | +3.7% | +5.4% |
| 6M | -11.8% | -8.3% | -3.5% | -8.1% |
| YTD | -22.5% | +4.3% | -26.8% | -26.6% |
| 1Y | -45.9% | +9.1% | -55.0% | -50.5% |
| 3Y | +117.4% | +52.1% | +65.3% | +36.5% |
| 5Y | -29.4% | +79.7% | -109.1% | -58.8% |
| All | -46.6% | +67.3% | -113.9% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling