-45.9%
COIN vs CNI
+33.8%
-79.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -5.1% | -0.4% | -4.7% | -5.0% |
| 30D | +17.6% | -2.7% | +20.3% | +18.0% |
| 3M | +9.2% | +3.9% | +5.3% | +9.0% |
| 6M | -11.8% | +16.4% | -28.1% | -14.0% |
| YTD | -22.5% | +25.8% | -48.3% | -26.4% |
| 1Y | -45.9% | +32.4% | -78.3% | -50.1% |
| All | -45.9% | +33.8% | -79.7% | -50.1% |
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