-45.5%
COIN vs EXC
+65.5%
-111.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +16.5% | -2.7% | +19.2% | +17.1% |
| 3M | +10.4% | -1.0% | +11.3% | +10.2% |
| 6M | -9.3% | -9.3% | 0.0% | -7.6% |
| YTD | -20.9% | +3.6% | -24.5% | -22.3% |
| 1Y | -40.8% | +5.9% | -46.7% | -42.2% |
| 3Y | +118.0% | +21.3% | +96.7% | +97.2% |
| 5Y | -30.7% | +46.2% | -76.9% | -35.2% |
| All | -45.5% | +65.5% | -111.0% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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