-46.6%
COIN vs EXPE
+65.6%
-112.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | -5.1% | -5.8% | +0.7% | -1.9% |
| 30D | +17.6% | -13.6% | +31.2% | +26.5% |
| 3M | +9.2% | +25.2% | -15.9% | -6.7% |
| 6M | -11.8% | +22.3% | -34.1% | -24.9% |
| YTD | -22.5% | -0.3% | -22.2% | -27.2% |
| 1Y | -45.9% | +27.8% | -73.7% | -57.9% |
| 3Y | +117.4% | +162.4% | -45.1% | -5.2% |
| 5Y | -29.4% | +95.8% | -125.3% | -62.4% |
| All | -46.6% | +65.6% | -112.2% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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