-11.8%
COIN vs CDE
-9.3%
-2.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | -5.1% | -3.1% | -2.0% | -3.7% |
| 30D | +17.6% | +9.5% | +8.1% | +12.9% |
| 3M | +9.2% | +25.5% | -16.2% | -2.6% |
| 6M | -11.8% | -7.9% | -3.9% | -14.0% |
| All | -11.8% | -9.3% | -2.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 6mo: compounded portfolio wealth divided by compounded CDE 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…
6mo analysis · Full analysis span regression · 6 months rolling