-46.6%
COIN vs ELV
+25.7%
-72.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -5.1% | +3.2% | -8.3% | -5.6% |
| 30D | +17.6% | +5.4% | +12.2% | +16.6% |
| 3M | +9.2% | +5.4% | +3.9% | +8.1% |
| 6M | -11.8% | +45.7% | -57.5% | -17.3% |
| YTD | -22.5% | +21.2% | -43.7% | -25.5% |
| 1Y | -45.9% | +35.6% | -81.5% | -48.8% |
| 3Y | +117.4% | -2.0% | +119.4% | +112.5% |
| 5Y | -29.4% | +26.0% | -55.4% | -31.7% |
| All | -46.6% | +25.7% | -72.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling