-50.7%
COIN vs EWJ
+18.0%
-68.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +2.3% |
| 7D | -6.7% | -1.2% | -5.5% | -4.9% |
| 30D | -19.5% | -5.5% | -14.0% | -13.0% |
| 3M | +0.5% | -0.8% | +1.3% | +1.9% |
| 6M | -25.4% | +7.1% | -32.5% | -31.8% |
| YTD | -33.0% | +16.9% | -49.9% | -48.2% |
| 1Y | -50.7% | +18.2% | -68.9% | -62.9% |
| All | -50.7% | +18.0% | -68.7% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling