-46.6%
COIN vs ENB
+81.5%
-128.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.5% |
| 7D | -5.1% | -4.7% | -0.4% | -1.6% |
| 30D | +17.6% | -5.9% | +23.5% | +22.7% |
| 3M | +9.2% | -14.2% | +23.5% | +22.0% |
| 6M | -11.8% | -8.6% | -3.2% | -7.6% |
| YTD | -22.5% | +3.9% | -26.4% | -28.4% |
| 1Y | -45.9% | +1.8% | -47.7% | -49.3% |
| 3Y | +117.4% | +68.5% | +48.9% | +13.4% |
| 5Y | -29.4% | +62.4% | -91.9% | -58.1% |
| All | -46.6% | +81.5% | -128.1% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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