-50.7%
COIN vs EXR
+28.1%
-78.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +2.9% |
| 7D | -6.7% | +11.3% | -17.9% | -10.7% |
| 30D | -19.5% | +21.2% | -40.7% | -26.0% |
| 3M | +0.5% | +8.7% | -8.2% | -3.2% |
| 6M | -25.4% | +18.2% | -43.6% | -31.4% |
| YTD | -33.0% | +27.9% | -61.0% | -39.7% |
| 1Y | -50.7% | +28.3% | -79.0% | -55.4% |
| All | -50.7% | +28.1% | -78.8% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling