-46.6%
COIN vs ETN
+231.9%
-278.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.2% | -1.6% |
| 7D | -5.1% | +3.5% | -8.6% | -8.0% |
| 30D | +17.6% | -7.5% | +25.1% | +25.0% |
| 3M | +9.2% | +8.3% | +0.9% | -3.0% |
| 6M | -11.8% | +20.2% | -31.9% | -31.4% |
| YTD | -22.5% | +34.7% | -57.2% | -47.1% |
| 1Y | -45.9% | +19.4% | -65.3% | -58.1% |
| 3Y | +117.4% | +85.5% | +31.9% | +7.3% |
| 5Y | -29.4% | +186.6% | -216.0% | -80.1% |
| All | -46.6% | +231.9% | -278.6% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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