-46.6%
COIN vs CMI
+141.0%
-187.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.7% |
| 7D | -5.1% | -0.7% | -4.4% | -4.5% |
| 30D | +17.6% | -12.4% | +30.0% | +31.3% |
| 3M | +9.2% | -14.8% | +24.0% | +21.9% |
| 6M | -11.8% | +0.8% | -12.6% | -19.4% |
| YTD | -22.5% | +10.2% | -32.7% | -35.2% |
| 1Y | -45.9% | +37.4% | -83.3% | -64.4% |
| 3Y | +117.4% | +153.3% | -35.9% | -26.8% |
| 5Y | -29.4% | +167.6% | -197.0% | -79.0% |
| All | -46.6% | +141.0% | -187.7% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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