-46.8%
COIN vs CG
+36.8%
-83.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | +1.6% |
| 7D | -0.1% | -6.4% | +6.3% | +6.7% |
| 30D | +17.5% | -7.1% | +24.6% | +26.1% |
| 3M | +12.4% | -1.6% | +13.9% | +12.2% |
| 6M | -12.5% | -8.3% | -4.2% | -6.6% |
| YTD | -22.7% | -23.8% | +1.1% | -0.5% |
| 1Y | -45.2% | -28.7% | -16.5% | -25.5% |
| 3Y | +112.8% | +49.2% | +63.7% | +27.2% |
| 5Y | -31.9% | +5.5% | -37.4% | -40.3% |
| All | -46.8% | +36.8% | -83.6% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling