-45.9%
COIN vs XLF
+9.3%
-55.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.5% |
| 7D | -5.1% | -1.5% | -3.6% | -2.5% |
| 30D | +17.6% | -1.2% | +18.7% | +19.9% |
| 3M | +9.2% | +9.2% | +0.1% | -7.2% |
| 6M | -11.8% | +16.3% | -28.1% | -34.1% |
| YTD | -22.5% | +5.4% | -27.9% | -29.8% |
| 1Y | -45.9% | +7.6% | -53.5% | -53.0% |
| All | -45.9% | +9.3% | -55.2% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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