-39.8%
COIN vs ESI
+44.5%
-84.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -5.4% |
| 7D | +3.4% | +3.3% | 0.0% | +2.1% |
| 30D | +23.2% | -5.9% | +29.0% | +26.0% |
| 3M | +12.5% | -14.1% | +26.6% | +16.4% |
| 6M | -11.6% | +6.6% | -18.2% | -21.2% |
| YTD | -18.4% | +45.0% | -63.4% | -45.0% |
| 1Y | -39.8% | +41.5% | -81.3% | -57.5% |
| All | -39.8% | +44.5% | -84.4% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling