+117.4%
COIN vs ECL
+56.3%
+61.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -5.1% | -1.1% | -4.0% | -4.7% |
| 30D | +17.6% | -0.8% | +18.4% | +17.8% |
| 3M | +9.2% | +5.0% | +4.2% | +6.6% |
| 6M | -11.8% | +0.2% | -12.0% | -12.0% |
| YTD | -22.5% | +5.8% | -28.3% | -25.5% |
| 1Y | -45.9% | +1.5% | -47.4% | -46.9% |
| 3Y | +117.4% | +55.0% | +62.4% | +63.6% |
| All | +117.4% | +56.3% | +61.1% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling