-50.7%
COIN vs ESI
+27.8%
-78.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.6% |
| 7D | -6.7% | -6.6% | -0.1% | -4.7% |
| 30D | -19.5% | -10.9% | -8.6% | -16.7% |
| 3M | +0.5% | -13.8% | +14.3% | +5.0% |
| 6M | -25.4% | -21.5% | -3.8% | -21.3% |
| YTD | -33.0% | +34.7% | -67.7% | -52.7% |
| 1Y | -50.7% | +24.9% | -75.6% | -63.1% |
| All | -50.7% | +27.8% | -78.5% | -63.1% |
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