+117.4%
COIN vs CMG
-7.3%
+124.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -5.1% | -2.1% | -3.0% | -4.1% |
| 30D | +17.6% | +10.9% | +6.7% | +11.4% |
| 3M | +9.2% | +15.8% | -6.6% | -1.2% |
| 6M | -11.8% | +6.9% | -18.7% | -17.1% |
| YTD | -22.5% | -2.2% | -20.3% | -22.8% |
| 1Y | -45.9% | -7.1% | -38.8% | -45.3% |
| 3Y | +117.4% | -7.1% | +124.5% | +114.6% |
| All | +117.4% | -7.3% | +124.7% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling