-27.8%
COIN vs EWZ
+59.6%
-87.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.5% |
| 7D | -5.1% | +0.9% | -6.0% | -5.8% |
| 30D | +17.6% | +12.8% | +4.8% | +6.9% |
| 3M | +9.2% | +10.8% | -1.5% | +0.4% |
| 6M | -11.8% | +2.5% | -14.3% | -13.8% |
| YTD | -22.5% | +21.4% | -43.9% | -34.0% |
| 1Y | -45.9% | +32.8% | -78.7% | -57.3% |
| 3Y | +117.4% | +45.2% | +72.2% | +59.9% |
| All | -27.8% | +59.6% | -87.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 5y: compounded portfolio wealth divided by compounded EWZ 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…
5y analysis · Full analysis span regression · 6 months rolling