-50.7%
COIN vs CMS
+1.4%
-52.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.6% |
| 7D | -6.7% | +4.1% | -10.7% | -5.7% |
| 30D | -19.5% | +10.9% | -30.4% | -17.5% |
| 3M | +0.5% | -0.2% | +0.8% | +1.3% |
| 6M | -25.4% | -4.7% | -20.6% | -24.2% |
| YTD | -33.0% | +3.9% | -36.9% | -32.0% |
| 1Y | -50.7% | +0.4% | -51.1% | -48.4% |
| All | -50.7% | +1.4% | -52.1% | -48.4% |
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