-46.8%
COIN vs ESI
+101.1%
-147.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.4% |
| 7D | -0.1% | +3.9% | -4.1% | -3.3% |
| 30D | +17.5% | -3.8% | +21.3% | +20.9% |
| 3M | +12.4% | -13.1% | +25.5% | +20.7% |
| 6M | -12.5% | +11.3% | -23.9% | -28.7% |
| YTD | -22.7% | +44.1% | -66.8% | -52.3% |
| 1Y | -45.2% | +40.3% | -85.5% | -65.3% |
| 3Y | +112.8% | +84.1% | +28.8% | -2.2% |
| 5Y | -31.9% | +75.8% | -107.7% | -66.0% |
| All | -46.8% | +101.1% | -147.9% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling