-46.8%
COIN vs CME
+66.8%
-113.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | -0.1% | -0.6% | +0.5% | +0.3% |
| 30D | +17.5% | +4.7% | +12.8% | +14.6% |
| 3M | +12.4% | +7.8% | +4.5% | +7.0% |
| 6M | -12.5% | -11.0% | -1.6% | -7.3% |
| YTD | -22.7% | +4.0% | -26.8% | -26.7% |
| 1Y | -45.2% | +9.1% | -54.3% | -49.9% |
| 3Y | +112.8% | +52.3% | +60.6% | +33.2% |
| 5Y | -31.9% | +76.1% | -108.0% | -60.0% |
| All | -46.8% | +66.8% | -113.5% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling