-46.6%
COIN vs CRL
-10.2%
-36.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.5% |
| 7D | -5.1% | -3.5% | -1.5% | -2.9% |
| 30D | +17.6% | -2.1% | +19.7% | +19.5% |
| 3M | +9.2% | +48.0% | -38.7% | -16.7% |
| 6M | -11.8% | +64.7% | -76.5% | -38.8% |
| YTD | -22.5% | +39.5% | -62.0% | -39.7% |
| 1Y | -45.9% | +74.2% | -120.1% | -64.2% |
| 3Y | +117.4% | +39.4% | +78.0% | +56.3% |
| 5Y | -29.4% | -36.9% | +7.5% | -32.1% |
| All | -46.6% | -10.2% | -36.4% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling