+117.4%
COIN vs CAG
-39.7%
+157.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.6% |
| 7D | -5.1% | -5.7% | +0.6% | -6.5% |
| 30D | +17.6% | -2.4% | +20.0% | +16.9% |
| 3M | +9.2% | +9.8% | -0.5% | +12.6% |
| 6M | -11.8% | -10.8% | -0.9% | -15.6% |
| YTD | -22.5% | -10.8% | -11.7% | -25.7% |
| 1Y | -45.9% | -19.0% | -26.9% | -49.8% |
| 3Y | +117.4% | -39.7% | +157.1% | +85.4% |
| All | +117.4% | -39.7% | +157.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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