-46.6%
COIN vs EXR
+20.5%
-67.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.1% |
| 7D | -5.1% | -1.2% | -3.9% | -4.3% |
| 30D | +17.6% | -6.2% | +23.8% | +22.8% |
| 3M | +9.2% | -7.4% | +16.6% | +14.5% |
| 6M | -11.8% | -0.5% | -11.2% | -12.0% |
| YTD | -22.5% | +8.1% | -30.6% | -27.3% |
| 1Y | -45.9% | -2.9% | -43.0% | -45.6% |
| 3Y | +117.4% | +22.9% | +94.4% | +62.3% |
| 5Y | -29.4% | -10.2% | -19.3% | -24.5% |
| All | -46.6% | +20.5% | -67.1% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling