-45.5%
COIN vs CMS
+32.4%
-77.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.1% |
| 7D | +1.2% | +1.2% | 0.0% | +1.1% |
| 30D | +16.5% | -3.2% | +19.7% | +16.8% |
| 3M | +10.4% | -2.2% | +12.6% | +10.4% |
| 6M | -9.3% | -9.4% | +0.2% | -8.4% |
| YTD | -20.9% | +0.7% | -21.6% | -21.1% |
| 1Y | -40.8% | +0.4% | -41.1% | -41.0% |
| 3Y | +118.0% | +35.2% | +82.8% | +98.4% |
| 5Y | -30.7% | +24.1% | -54.8% | -33.6% |
| All | -45.5% | +32.4% | -77.9% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling