-27.8%
COIN vs EXE
+97.7%
-125.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.6% |
| 7D | -5.1% | -3.1% | -1.9% | -3.8% |
| 30D | +17.6% | -0.9% | +18.5% | +17.8% |
| 3M | +9.2% | +9.6% | -0.3% | +3.8% |
| 6M | -11.8% | -11.6% | -0.2% | -8.2% |
| YTD | -22.5% | -12.6% | -9.9% | -19.5% |
| 1Y | -45.9% | +1.2% | -47.1% | -48.0% |
| 3Y | +117.4% | +18.0% | +99.4% | +93.9% |
| All | -27.8% | +97.7% | -125.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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