-27.8%
COIN vs ELF
+217.5%
-245.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | -5.1% | -11.6% | +6.6% | -0.4% |
| 30D | +17.6% | +4.6% | +13.0% | +15.6% |
| 3M | +9.2% | +59.7% | -50.5% | -9.8% |
| 6M | -11.8% | +21.2% | -33.0% | -19.7% |
| YTD | -22.5% | +27.4% | -49.9% | -31.8% |
| 1Y | -45.9% | -29.8% | -16.1% | -41.8% |
| 3Y | +117.4% | -28.5% | +145.8% | +93.0% |
| All | -27.8% | +217.5% | -245.4% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling