+117.4%
COIN vs XLB
+31.1%
+86.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.2% |
| 7D | -5.1% | -2.8% | -2.2% | -1.3% |
| 30D | +17.6% | -3.1% | +20.7% | +22.8% |
| 3M | +9.2% | -0.2% | +9.4% | +9.4% |
| 6M | -11.8% | +3.1% | -14.8% | -16.3% |
| YTD | -22.5% | +13.3% | -35.8% | -36.8% |
| 1Y | -45.9% | +12.0% | -57.9% | -55.0% |
| 3Y | +117.4% | +31.4% | +86.0% | +52.5% |
| All | +117.4% | +31.1% | +86.3% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling