-47.5%
COIN vs CVE
+389.1%
-436.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -10.6% | +1.6% | -12.2% | -11.0% |
| 30D | +16.0% | +11.7% | +4.2% | +12.2% |
| 3M | +11.9% | +18.2% | -6.3% | +5.8% |
| 6M | -12.3% | +48.8% | -61.1% | -23.7% |
| YTD | -23.8% | +99.4% | -123.2% | -39.8% |
| 1Y | -45.4% | +97.9% | -143.2% | -56.7% |
| 3Y | +109.9% | +76.3% | +33.6% | +65.6% |
| 5Y | -30.6% | +344.6% | -375.3% | -48.8% |
| All | -47.5% | +389.1% | -436.6% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling