-46.6%
COIN vs EME
+576.9%
-623.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | -1.3% |
| 7D | -5.1% | +3.5% | -8.6% | -7.5% |
| 30D | +17.6% | -6.3% | +23.9% | +22.2% |
| 3M | +9.2% | -3.8% | +13.0% | +8.5% |
| 6M | -11.8% | +8.5% | -20.3% | -21.2% |
| YTD | -22.5% | +27.8% | -50.3% | -39.5% |
| 1Y | -45.9% | +22.2% | -68.1% | -56.9% |
| 3Y | +117.4% | +253.5% | -136.1% | -29.1% |
| 5Y | -29.4% | +578.6% | -608.1% | -88.1% |
| All | -46.6% | +576.9% | -623.5% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling