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Topic

attribution

A collection of 3 issues

Cryptocurrency Portfolio Performance Attribution: Factor Decomposition, Trade Contribution Analysis, and Benchmark Alignment Techniques

Introduction: Why Attribution Matters in Crypto Cryptocurrency portfolios swing widely, making it difficult for investors, traders, and asset managers to understand what is truly driving returns. Without a robust performance-attribution framework, it is nearly impossible to separate skill from luck or to communicate the value of active management. Traditional equity

Crypto Portfolio Performance Attribution Analysis: Asset Selection, Market Timing, and Allocation Effect Insights

Introduction As cryptocurrency markets mature, investors and fund managers need more sophisticated methods to understand why their portfolios outperform or underperform benchmarks such as Bitcoin, ETH/BTC indices, or custom baskets. Crypto portfolio performance attribution analysis dissects returns into distinct sources, helping clarify whether gains came from smart asset selection,

Cryptocurrency Performance Attribution Analysis: Isolating Asset Selection, Market Timing, and Allocation Effects for Precise Portfolio Evaluation

Introduction: Why Performance Attribution in Crypto Matters Performance attribution has long been a staple of traditional equity and fixed-income portfolio management, yet many digital-asset investors still rely on blunt metrics like cumulative return or Sharpe ratio. Cryptocurrency markets are volatile, fragmented, and rapidly evolving. Without a disciplined attribution framework, it