-27.8%
COIN vs EXR
-10.8%
-17.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.0% |
| 3M | +9.2% | -7.4% | +16.6% | +14.7% |
| 6M | -11.8% | -0.5% | -11.2% | -12.0% |
| YTD | -22.5% | +8.1% | -30.6% | -27.6% |
| 1Y | -45.9% | -2.9% | -43.0% | -45.6% |
| 3Y | +117.4% | +22.9% | +94.4% | +59.2% |
| All | -27.8% | -10.8% | -17.0% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling