-20.4%
COIN vs CEG
+703.5%
-723.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -1.6% |
| 7D | -0.1% | +1.3% | -1.5% | -0.9% |
| 30D | +17.5% | +8.8% | +8.7% | +13.0% |
| 3M | +12.4% | +17.0% | -4.6% | +4.3% |
| 6M | -12.5% | -8.7% | -3.8% | -11.0% |
| YTD | -22.7% | -16.4% | -6.3% | -19.0% |
| 1Y | -45.2% | -1.8% | -43.4% | -46.8% |
| 3Y | +112.8% | +175.8% | -62.9% | +15.2% |
| All | -20.4% | +703.5% | -723.9% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling