+117.4%
COIN vs XLC
+73.1%
+44.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | -0.1% |
| 7D | -5.1% | +0.5% | -5.6% | -5.9% |
| 30D | +17.6% | +2.1% | +15.5% | +12.6% |
| 3M | +9.2% | +0.7% | +8.6% | +6.4% |
| 6M | -11.8% | -3.2% | -8.6% | -6.4% |
| YTD | -22.5% | -3.8% | -18.7% | -16.6% |
| 1Y | -45.9% | -2.0% | -43.9% | -43.7% |
| 3Y | +117.4% | +71.4% | +46.0% | -9.4% |
| All | +117.4% | +73.1% | +44.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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