-47.5%
COIN vs ELF
+236.2%
-283.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | +0.3% |
| 7D | -10.6% | -10.8% | +0.2% | -6.6% |
| 30D | +16.0% | +0.8% | +15.1% | +15.6% |
| 3M | +11.9% | +64.8% | -52.9% | -8.1% |
| 6M | -12.3% | +19.0% | -31.3% | -19.4% |
| YTD | -23.8% | +25.9% | -49.8% | -32.3% |
| 1Y | -45.4% | -28.8% | -16.6% | -41.7% |
| 3Y | +109.9% | -29.6% | +139.5% | +90.1% |
| 5Y | -30.6% | +216.2% | -246.9% | -83.4% |
| All | -47.5% | +236.2% | -283.8% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling