-27.8%
COIN vs EQH
+102.2%
-130.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.8% |
| 30D | +17.6% | +2.8% | +14.8% | +13.5% |
| 3M | +9.2% | +23.1% | -13.8% | -13.8% |
| 6M | -11.8% | +41.4% | -53.2% | -41.4% |
| YTD | -22.5% | +14.3% | -36.8% | -34.3% |
| 1Y | -45.9% | +1.6% | -47.5% | -48.3% |
| 3Y | +117.4% | +102.7% | +14.7% | -4.2% |
| All | -27.8% | +102.2% | -130.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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