+42.2%
COIN vs CVE
+68.0%
-25.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -9.2% | -10.0% | +0.8% | -6.1% |
| 30D | -26.3% | -11.9% | -14.5% | -23.6% |
| 3M | -11.1% | -5.9% | -5.2% | -10.6% |
| 6M | -34.3% | -1.6% | -32.8% | -35.8% |
| YTD | -41.6% | +66.3% | -107.8% | -57.0% |
| 1Y | -58.4% | +57.5% | -116.0% | -68.6% |
| 3Y | +42.2% | +65.4% | -23.2% | +1.0% |
| All | +42.2% | +68.0% | -25.8% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling