-46.6%
COIN vs ES
-3.2%
-43.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -5.1% | -3.6% | -1.5% | -4.0% |
| 30D | +17.6% | -4.2% | +21.8% | +19.1% |
| 3M | +9.2% | +0.1% | +9.1% | +8.9% |
| 6M | -11.8% | -6.2% | -5.5% | -10.3% |
| YTD | -22.5% | +4.1% | -26.6% | -24.2% |
| 1Y | -45.9% | +10.2% | -56.1% | -48.3% |
| 3Y | +117.4% | +26.1% | +91.3% | +89.8% |
| 5Y | -29.4% | -5.3% | -24.1% | -27.8% |
| All | -46.6% | -3.2% | -43.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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