-50.7%
COIN vs XLB
+29.8%
-80.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.4% |
| 7D | -6.7% | +3.9% | -10.6% | -9.6% |
| 30D | -19.5% | +8.9% | -28.4% | -24.8% |
| 3M | +0.5% | +4.1% | -3.6% | -2.8% |
| 6M | -25.4% | +7.3% | -32.7% | -29.3% |
| YTD | -33.0% | +20.4% | -53.4% | -45.8% |
| 1Y | -50.7% | +29.5% | -80.2% | -65.7% |
| All | -50.7% | +29.8% | -80.5% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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