-50.7%
COIN vs EL
+25.6%
-76.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.2% | +1.1% |
| 7D | -6.7% | +2.5% | -9.2% | -7.8% |
| 30D | -19.5% | +20.1% | -39.6% | -26.6% |
| 3M | +0.5% | +29.3% | -28.8% | -11.7% |
| 6M | -25.4% | +38.8% | -64.1% | -37.3% |
| YTD | -33.0% | +8.1% | -41.1% | -39.1% |
| 1Y | -50.7% | +22.3% | -73.0% | -60.2% |
| All | -50.7% | +25.6% | -76.3% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling