-46.8%
COIN vs ECL
+32.5%
-79.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -0.3% |
| 7D | -0.1% | -2.7% | +2.6% | +2.5% |
| 30D | +17.5% | -4.3% | +21.8% | +22.1% |
| 3M | +12.4% | +3.2% | +9.1% | +7.5% |
| 6M | -12.5% | -2.9% | -9.6% | -12.1% |
| YTD | -22.7% | +4.3% | -27.0% | -28.9% |
| 1Y | -45.2% | +1.6% | -46.8% | -48.5% |
| 3Y | +112.8% | +54.3% | +58.6% | +13.5% |
| 5Y | -31.9% | +26.5% | -58.3% | -59.7% |
| All | -46.8% | +32.5% | -79.3% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling