-46.6%
COIN vs ETR
+147.4%
-194.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -5.1% | -1.8% | -3.3% | -4.6% |
| 30D | +17.6% | -1.8% | +19.3% | +18.1% |
| 3M | +9.2% | -3.6% | +12.8% | +10.1% |
| 6M | -11.8% | +2.6% | -14.4% | -13.4% |
| YTD | -22.5% | +16.0% | -38.5% | -26.9% |
| 1Y | -45.9% | +20.1% | -66.0% | -49.4% |
| 3Y | +117.4% | +143.6% | -26.2% | +55.9% |
| 5Y | -29.4% | +124.4% | -153.8% | -44.6% |
| All | -46.6% | +147.4% | -194.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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