-46.6%
COIN vs EQX
+40.7%
-87.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -5.1% | -3.2% | -1.9% | -4.2% |
| 30D | +17.6% | +7.8% | +9.8% | +15.2% |
| 3M | +9.2% | +21.3% | -12.1% | +3.2% |
| 6M | -11.8% | -22.4% | +10.7% | -6.0% |
| YTD | -22.5% | -11.3% | -11.2% | -21.3% |
| 1Y | -45.9% | +13.5% | -59.4% | -49.1% |
| 3Y | +117.4% | +162.1% | -44.7% | +49.4% |
| 5Y | -29.4% | +84.2% | -113.6% | -50.6% |
| All | -46.6% | +40.7% | -87.3% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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