-46.6%
COIN vs EWJ
+61.1%
-107.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -1.8% |
| 7D | -5.1% | +0.3% | -5.4% | -5.5% |
| 30D | +17.6% | +0.8% | +16.8% | +16.4% |
| 3M | +9.2% | +7.5% | +1.7% | -2.6% |
| 6M | -11.8% | +15.6% | -27.4% | -30.3% |
| YTD | -22.5% | +22.7% | -45.2% | -44.8% |
| 1Y | -45.9% | +26.4% | -72.3% | -63.2% |
| 3Y | +117.4% | +72.5% | +44.9% | -17.4% |
| 5Y | -29.4% | +52.4% | -81.9% | -71.9% |
| All | -46.6% | +61.1% | -107.7% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling