-39.8%
COIN vs CEG
-3.0%
-36.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.9% | -9.1% | -5.9% |
| 7D | +3.4% | +8.0% | -4.7% | +0.1% |
| 30D | +23.2% | +12.9% | +10.2% | +17.4% |
| 3M | +12.5% | +13.2% | -0.7% | +6.7% |
| 6M | -11.6% | -7.0% | -4.6% | -10.0% |
| YTD | -18.4% | -15.0% | -3.4% | -17.0% |
| 1Y | -39.8% | -2.7% | -37.1% | -40.9% |
| All | -39.8% | -3.0% | -36.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling