-50.7%
COIN vs CNI
+37.5%
-88.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +4.0% |
| 7D | -6.7% | +3.7% | -10.4% | -7.0% |
| 30D | -19.5% | +8.1% | -27.6% | -20.1% |
| 3M | +0.5% | +1.9% | -1.3% | +0.3% |
| 6M | -25.4% | +19.2% | -44.6% | -26.4% |
| YTD | -33.0% | +32.7% | -65.7% | -35.6% |
| 1Y | -50.7% | +37.0% | -87.7% | -54.4% |
| All | -50.7% | +37.5% | -88.3% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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