-27.8%
COIN vs EMB
+6.3%
-34.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +2.0% |
| 7D | -5.1% | -1.2% | -3.9% | -1.6% |
| 30D | +17.6% | -1.3% | +18.8% | +22.5% |
| 3M | +9.2% | -1.8% | +11.0% | +16.2% |
| 6M | -11.8% | +0.2% | -12.0% | -10.9% |
| YTD | -22.5% | +0.4% | -22.9% | -22.1% |
| 1Y | -45.9% | +2.8% | -48.7% | -49.3% |
| 3Y | +117.4% | +29.1% | +88.2% | +7.6% |
| All | -27.8% | +6.3% | -34.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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