+136.8%
COIN vs CRBG
+117.3%
+19.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.5% |
| 7D | -5.1% | +0.6% | -5.7% | -5.5% |
| 30D | +17.6% | +2.6% | +15.0% | +14.6% |
| 3M | +9.2% | +24.0% | -14.8% | -9.9% |
| 6M | -11.8% | +50.5% | -62.3% | -39.3% |
| YTD | -22.5% | +17.1% | -39.6% | -33.4% |
| 1Y | -45.9% | +5.9% | -51.8% | -49.6% |
| 3Y | +117.4% | +122.7% | -5.3% | +2.0% |
| All | +136.8% | +117.3% | +19.5% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 5y: compounded portfolio wealth divided by compounded CRBG 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…
5y analysis · Full analysis span regression · 6 months rolling