-31.9%
COIN vs CVE
+350.0%
-381.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -0.1% | +2.0% | -2.1% | -0.8% |
| 30D | +17.5% | +13.2% | +4.3% | +12.6% |
| 3M | +12.4% | +21.7% | -9.3% | +4.3% |
| 6M | -12.5% | +48.4% | -60.9% | -25.4% |
| YTD | -22.7% | +100.1% | -122.8% | -41.1% |
| 1Y | -45.2% | +107.8% | -153.0% | -58.9% |
| 3Y | +112.8% | +76.9% | +35.9% | +62.3% |
| 5Y | -31.9% | +346.2% | -378.1% | -59.0% |
| All | -31.9% | +350.0% | -381.9% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling