-47.5%
COIN vs EIX
+20.9%
-68.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -10.6% | +0.8% | -11.4% | -10.9% |
| 30D | +16.0% | -18.8% | +34.8% | +21.6% |
| 3M | +11.9% | -19.7% | +31.6% | +17.8% |
| 6M | -12.3% | -18.2% | +5.9% | -9.0% |
| YTD | -23.8% | -1.7% | -22.1% | -27.9% |
| 1Y | -45.4% | +7.8% | -53.1% | -50.9% |
| 3Y | +109.9% | -5.6% | +115.5% | +94.4% |
| 5Y | -30.6% | +23.7% | -54.3% | -39.9% |
| All | -47.5% | +20.9% | -68.4% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling