+117.4%
COIN vs CEG
+166.8%
-49.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -5.1% | -4.8% | -0.3% | -3.3% |
| 30D | +17.6% | +2.3% | +15.3% | +16.3% |
| 3M | +9.2% | +15.6% | -6.4% | +2.6% |
| 6M | -11.8% | -5.0% | -6.8% | -11.7% |
| YTD | -22.5% | -19.0% | -3.5% | -18.2% |
| 1Y | -45.9% | -10.0% | -35.9% | -45.3% |
| 3Y | +117.4% | +163.9% | -46.6% | +47.7% |
| All | +117.4% | +166.8% | -49.4% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling