-39.8%
COIN vs XLB
+17.4%
-57.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -3.9% |
| 7D | +3.4% | -1.4% | +4.8% | +4.6% |
| 30D | +23.2% | -0.4% | +23.6% | +23.5% |
| 3M | +12.5% | +2.0% | +10.5% | +10.9% |
| 6M | -11.6% | +1.8% | -13.5% | -12.0% |
| YTD | -18.4% | +16.6% | -34.9% | -30.3% |
| 1Y | -39.8% | +16.9% | -56.8% | -49.5% |
| All | -39.8% | +17.4% | -57.2% | -49.5% |
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