+117.4%
COIN vs CG
+42.2%
+75.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.2% |
| 7D | -5.1% | -9.9% | +4.8% | +3.8% |
| 30D | +17.6% | -11.7% | +29.3% | +30.9% |
| 3M | +9.2% | -4.3% | +13.5% | +11.9% |
| 6M | -11.8% | -8.8% | -3.0% | -5.8% |
| YTD | -22.5% | -26.9% | +4.4% | +1.2% |
| 1Y | -45.9% | -35.4% | -10.5% | -21.5% |
| 3Y | +117.4% | +43.0% | +74.3% | +53.8% |
| All | +117.4% | +42.2% | +75.2% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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