-46.8%
COIN vs SE
-56.1%
+9.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -0.1% |
| 7D | -0.1% | -3.6% | +3.5% | +1.9% |
| 30D | +17.5% | -5.3% | +22.8% | +19.5% |
| 3M | +12.4% | +28.1% | -15.7% | -3.7% |
| 6M | -12.5% | +20.7% | -33.2% | -24.0% |
| YTD | -22.7% | -14.8% | -8.0% | -20.2% |
| 1Y | -45.2% | -43.6% | -1.6% | -28.7% |
| 3Y | +112.8% | +184.2% | -71.4% | +0.9% |
| 5Y | -31.9% | -66.3% | +34.4% | -31.2% |
| All | -46.8% | -56.1% | +9.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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