-43.8%
COIN vs CVE
+374.9%
-418.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.8% |
| 7D | +3.4% | +2.5% | +0.9% | +2.6% |
| 30D | +23.2% | +16.7% | +6.5% | +17.6% |
| 3M | +12.5% | +9.3% | +3.2% | +9.0% |
| 6M | -11.6% | +43.6% | -55.2% | -22.3% |
| YTD | -18.4% | +93.6% | -111.9% | -34.9% |
| 1Y | -39.8% | +98.8% | -138.6% | -52.4% |
| 3Y | +136.7% | +73.6% | +63.2% | +87.8% |
| 5Y | -33.7% | +312.5% | -346.2% | -50.8% |
| All | -43.8% | +374.9% | -418.6% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling