-45.5%
COIN vs PLUG
-92.5%
+47.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -4.4% |
| 7D | +1.2% | +8.1% | -6.9% | -1.4% |
| 30D | +16.5% | +3.7% | +12.8% | +15.2% |
| 3M | +10.4% | -29.2% | +39.5% | +22.4% |
| 6M | -9.3% | +6.1% | -15.4% | -14.5% |
| YTD | -20.9% | +14.7% | -35.6% | -28.3% |
| 1Y | -40.8% | +56.9% | -97.7% | -55.4% |
| 3Y | +118.0% | -71.6% | +189.6% | +123.3% |
| 5Y | -30.7% | -91.0% | +60.4% | +39.7% |
| All | -45.5% | -92.5% | +47.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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