-27.8%
COIN vs EIX
+20.9%
-48.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.2% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | +17.6% | -19.3% | +36.9% | +23.8% |
| 3M | +9.2% | -21.7% | +30.9% | +16.5% |
| 6M | -11.8% | -19.8% | +8.1% | -7.6% |
| YTD | -22.5% | -3.0% | -19.5% | -26.7% |
| 1Y | -45.9% | +5.1% | -51.0% | -51.3% |
| 3Y | +117.4% | -7.0% | +124.4% | +100.2% |
| All | -27.8% | +20.9% | -48.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 5y: compounded portfolio wealth divided by compounded EIX 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…
5y analysis · Full analysis span regression · 6 months rolling