-46.8%
COIN vs ESTC
-34.6%
-12.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.1% |
| 7D | -0.1% | -3.3% | +3.2% | +2.1% |
| 30D | +17.5% | +13.4% | +4.1% | +5.6% |
| 3M | +12.4% | +41.3% | -29.0% | -12.7% |
| 6M | -12.5% | +62.6% | -75.1% | -38.7% |
| YTD | -22.7% | +14.8% | -37.5% | -33.9% |
| 1Y | -45.2% | -5.1% | -40.1% | -48.1% |
| 3Y | +112.8% | +11.2% | +101.7% | +47.2% |
| 5Y | -31.9% | -47.0% | +15.1% | -37.0% |
| All | -46.8% | -34.6% | -12.2% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling