-50.7%
COIN vs ELF
-3.2%
-47.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.5% |
| 7D | -6.7% | -1.5% | -5.1% | -6.1% |
| 30D | -19.5% | +9.5% | -29.0% | -21.9% |
| 3M | +0.5% | +29.4% | -28.8% | -7.6% |
| 6M | -25.4% | +83.7% | -109.1% | -38.9% |
| YTD | -33.0% | +49.4% | -82.4% | -42.6% |
| 1Y | -50.7% | -3.9% | -46.8% | -53.1% |
| All | -50.7% | -3.2% | -47.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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