-46.6%
COIN vs EXEL
+140.5%
-187.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | -5.1% | -4.9% | -0.2% | -3.6% |
| 30D | +17.6% | +11.4% | +6.2% | +13.6% |
| 3M | +9.2% | +4.9% | +4.3% | +7.6% |
| 6M | -11.8% | +34.4% | -46.2% | -20.1% |
| YTD | -22.5% | +28.0% | -50.5% | -29.0% |
| 1Y | -45.9% | +43.6% | -89.5% | -52.5% |
| 3Y | +117.4% | +155.2% | -37.8% | +43.7% |
| 5Y | -29.4% | +181.2% | -210.6% | -55.9% |
| All | -46.6% | +140.5% | -187.2% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling