-46.6%
COIN vs NRG
+241.1%
-287.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | -5.1% | -4.7% | -0.4% | -2.9% |
| 30D | +17.6% | -6.0% | +23.6% | +20.2% |
| 3M | +9.2% | -8.0% | +17.2% | +9.5% |
| 6M | -11.8% | -23.2% | +11.4% | -4.4% |
| YTD | -22.5% | -28.1% | +5.6% | -13.5% |
| 1Y | -45.9% | -27.3% | -18.6% | -40.1% |
| 3Y | +117.4% | +208.7% | -91.3% | -11.2% |
| 5Y | -29.4% | +197.7% | -227.1% | -70.1% |
| All | -46.6% | +241.1% | -287.7% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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