-46.8%
COIN vs EMR
+85.2%
-132.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.1% |
| 7D | -0.1% | +0.9% | -1.1% | -1.1% |
| 30D | +17.5% | -5.0% | +22.5% | +23.3% |
| 3M | +12.4% | +5.9% | +6.4% | +3.8% |
| 6M | -12.5% | +7.3% | -19.9% | -21.7% |
| YTD | -22.7% | +14.6% | -37.3% | -35.9% |
| 1Y | -45.2% | +15.6% | -60.8% | -55.4% |
| 3Y | +112.8% | +60.2% | +52.7% | +26.9% |
| 5Y | -31.9% | +65.8% | -97.7% | -64.2% |
| All | -46.8% | +85.2% | -132.0% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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