-39.8%
COIN vs EME
+19.7%
-59.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -5.0% |
| 7D | +3.4% | +1.9% | +1.5% | +2.5% |
| 30D | +23.2% | -8.3% | +31.5% | +27.8% |
| 3M | +12.5% | -10.7% | +23.2% | +18.0% |
| 6M | -11.6% | +1.9% | -13.5% | -16.0% |
| YTD | -18.4% | +23.5% | -41.8% | -32.3% |
| 1Y | -39.8% | +18.0% | -57.8% | -49.8% |
| All | -39.8% | +19.7% | -59.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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