-47.5%
COIN vs EXEL
+146.2%
-193.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -10.6% | -2.9% | -7.7% | -9.8% |
| 30D | +16.0% | +11.9% | +4.1% | +11.9% |
| 3M | +11.9% | +9.2% | +2.7% | +8.9% |
| 6M | -12.3% | +39.1% | -51.4% | -21.4% |
| YTD | -23.8% | +31.0% | -54.8% | -30.6% |
| 1Y | -45.4% | +52.3% | -97.7% | -53.0% |
| 3Y | +109.9% | +159.7% | -49.9% | +38.1% |
| 5Y | -30.6% | +187.7% | -218.3% | -57.0% |
| All | -47.5% | +146.2% | -193.7% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling