-46.6%
COIN vs EXPD
+88.3%
-134.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.6% |
| 7D | -5.1% | +2.0% | -7.1% | -6.4% |
| 30D | +17.6% | +4.4% | +13.2% | +14.4% |
| 3M | +9.2% | +15.7% | -6.5% | -1.5% |
| 6M | -11.8% | +37.5% | -49.3% | -30.9% |
| YTD | -22.5% | +29.9% | -52.4% | -37.1% |
| 1Y | -45.9% | +57.8% | -103.7% | -62.8% |
| 3Y | +117.4% | +71.6% | +45.7% | +31.6% |
| 5Y | -29.4% | +62.2% | -91.7% | -59.2% |
| All | -46.6% | +88.3% | -134.9% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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