+10.5%
CRM vs COIN
-54.0%
+64.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | -4.4% | -5.1% | +0.6% | -3.6% |
| 30D | +28.1% | +17.6% | +10.5% | +24.6% |
| 3M | +48.8% | +9.2% | +39.6% | +45.6% |
| 6M | +28.3% | -11.8% | +40.0% | +29.0% |
| YTD | -6.0% | -22.5% | +16.5% | -4.5% |
| 1Y | +1.4% | -45.9% | +47.3% | +8.6% |
| 3Y | +11.8% | +117.4% | -105.5% | -14.6% |
| 5Y | -2.0% | -29.4% | +27.4% | -16.0% |
| All | +10.5% | -54.0% | +64.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 all: compounded portfolio wealth divided by compounded COIN 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…
all analysis · Full analysis span regression · 6 months rolling