+113.7%
COIN vs ESTC
+7.0%
+106.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | 0.0% |
| 7D | -10.6% | -13.2% | +2.6% | -5.6% |
| 30D | +16.0% | +9.3% | +6.6% | +10.1% |
| 3M | +11.9% | +37.3% | -25.5% | -3.8% |
| 6M | -12.3% | +61.0% | -73.3% | -29.9% |
| YTD | -23.8% | +10.7% | -34.5% | -29.9% |
| 1Y | -45.4% | -7.2% | -38.2% | -46.4% |
| All | +113.7% | +7.0% | +106.7% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling