-46.8%
COIN vs EXPE
+60.8%
-107.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.9% |
| 7D | -0.1% | -11.5% | +11.4% | +6.9% |
| 30D | +17.5% | -13.1% | +30.6% | +25.9% |
| 3M | +12.4% | +18.1% | -5.8% | -0.8% |
| 6M | -12.5% | +13.3% | -25.8% | -22.1% |
| YTD | -22.7% | -3.2% | -19.5% | -26.2% |
| 1Y | -45.2% | +26.1% | -71.3% | -57.1% |
| 3Y | +112.8% | +151.7% | -38.9% | -4.7% |
| 5Y | -31.9% | +88.3% | -120.2% | -63.0% |
| All | -46.8% | +60.8% | -107.5% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling