-46.6%
COIN vs CPNG
-67.8%
+21.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | 0.0% |
| 7D | -5.1% | -1.1% | -4.0% | -4.5% |
| 30D | +17.6% | -7.4% | +24.9% | +22.4% |
| 3M | +9.2% | -12.3% | +21.6% | +16.1% |
| 6M | -11.8% | -19.4% | +7.7% | -3.7% |
| YTD | -22.5% | -35.9% | +13.4% | -3.9% |
| 1Y | -45.9% | -53.4% | +7.5% | -19.3% |
| 3Y | +117.4% | -20.0% | +137.4% | +117.2% |
| 5Y | -29.4% | -49.6% | +20.1% | -27.5% |
| All | -46.6% | -67.8% | +21.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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