-12.5%
COIN vs ESI
+18.3%
-30.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -0.1% | +3.9% | -4.1% | -1.0% |
| 30D | +17.5% | -3.8% | +21.3% | +18.4% |
| 3M | +12.4% | -13.1% | +25.5% | +12.3% |
| 6M | -12.5% | +11.3% | -23.9% | -21.9% |
| All | -12.5% | +18.3% | -30.8% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling