-39.8%
COIN vs CMS
-1.9%
-38.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | +23.2% | -3.6% | +26.8% | +22.4% |
| 3M | +12.5% | -1.9% | +14.4% | +11.2% |
| 6M | -11.6% | -11.0% | -0.7% | -11.8% |
| YTD | -18.4% | +0.2% | -18.6% | -17.2% |
| 1Y | -39.8% | -1.3% | -38.5% | -37.0% |
| All | -39.8% | -1.9% | -38.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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