-50.7%
COIN vs CRL
+85.3%
-136.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.3% | +11.4% | +7.0% |
| 7D | -6.7% | -12.8% | +6.1% | -1.5% |
| 30D | -19.5% | +5.0% | -24.5% | -21.2% |
| 3M | +0.5% | +39.4% | -38.9% | -12.0% |
| 6M | -25.4% | +89.4% | -114.7% | -44.2% |
| YTD | -33.0% | +63.6% | -96.6% | -46.3% |
| 1Y | -50.7% | +83.5% | -134.2% | -61.2% |
| All | -50.7% | +85.3% | -136.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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