-50.7%
COIN vs CMG
+12.0%
-62.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.7% | +2.5% |
| 7D | -6.7% | +22.5% | -29.2% | -12.2% |
| 30D | -19.5% | +14.1% | -33.6% | -22.8% |
| 3M | +0.5% | +4.1% | -3.6% | -0.1% |
| 6M | -25.4% | +10.1% | -35.4% | -29.4% |
| YTD | -33.0% | -4.9% | -28.1% | -29.0% |
| 1Y | -50.7% | +10.9% | -61.6% | -52.1% |
| All | -50.7% | +12.0% | -62.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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