+117.4%
COIN vs CRL
+38.6%
+78.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.8% |
| 7D | -5.1% | -3.5% | -1.5% | -3.3% |
| 30D | +17.6% | -2.1% | +19.7% | +19.1% |
| 3M | +9.2% | +48.0% | -38.7% | -11.5% |
| 6M | -11.8% | +64.7% | -76.5% | -33.6% |
| YTD | -22.5% | +39.5% | -62.0% | -36.0% |
| 1Y | -45.9% | +74.2% | -120.1% | -60.5% |
| 3Y | +117.4% | +39.4% | +78.0% | +82.8% |
| All | +117.4% | +38.6% | +78.8% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling