-30.6%
COIN vs CMS
+22.8%
-53.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -10.6% | -1.3% | -9.3% | -10.5% |
| 30D | +16.0% | -2.8% | +18.7% | +16.2% |
| 3M | +11.9% | -7.1% | +19.0% | +12.6% |
| 6M | -12.3% | -10.0% | -2.3% | -11.4% |
| YTD | -23.8% | -0.9% | -22.9% | -24.0% |
| 1Y | -45.4% | -2.0% | -43.4% | -45.4% |
| 3Y | +109.9% | +33.0% | +76.9% | +89.0% |
| 5Y | -30.6% | +24.3% | -54.9% | -30.3% |
| All | -30.6% | +22.8% | -53.5% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling