-46.6%
COIN vs CMS
+29.2%
-75.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -5.1% | -1.9% | -3.2% | -4.9% |
| 30D | +17.6% | -4.1% | +21.7% | +18.0% |
| 3M | +9.2% | -7.1% | +16.3% | +9.8% |
| 6M | -11.8% | -10.1% | -1.7% | -11.0% |
| YTD | -22.5% | -1.7% | -20.8% | -22.6% |
| 1Y | -45.9% | -3.4% | -42.5% | -45.8% |
| 3Y | +117.4% | +31.6% | +85.8% | +98.5% |
| 5Y | -29.4% | +23.3% | -52.7% | -32.1% |
| All | -46.6% | +29.2% | -75.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling