-30.6%
COIN vs EXPD
+61.4%
-92.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.8% |
| 7D | -10.6% | +1.2% | -11.8% | -11.4% |
| 30D | +16.0% | +6.8% | +9.1% | +10.8% |
| 3M | +11.9% | +14.9% | -3.0% | +0.9% |
| 6M | -12.3% | +34.6% | -46.9% | -31.1% |
| YTD | -23.8% | +27.7% | -51.5% | -38.0% |
| 1Y | -45.4% | +57.7% | -103.0% | -63.2% |
| 3Y | +109.9% | +70.9% | +39.0% | +22.8% |
| 5Y | -30.6% | +59.5% | -90.1% | -60.0% |
| All | -30.6% | +61.4% | -92.1% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling