-27.8%
COIN vs EXPE
+92.3%
-120.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | -5.1% | -5.8% | +0.7% | -1.8% |
| 30D | +17.6% | -13.6% | +31.2% | +26.8% |
| 3M | +9.2% | +25.2% | -15.9% | -7.2% |
| 6M | -11.8% | +22.3% | -34.1% | -25.4% |
| YTD | -22.5% | -0.3% | -22.2% | -27.4% |
| 1Y | -45.9% | +27.8% | -73.7% | -58.4% |
| 3Y | +117.4% | +162.4% | -45.1% | -9.7% |
| All | -27.8% | +92.3% | -120.2% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling