+117.4%
COIN vs XLF
+74.2%
+43.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.4% |
| 7D | -5.1% | -1.5% | -3.6% | -2.2% |
| 30D | +17.6% | -1.2% | +18.7% | +20.2% |
| 3M | +9.2% | +9.2% | +0.1% | -8.6% |
| 6M | -11.8% | +16.3% | -28.1% | -35.4% |
| YTD | -22.5% | +5.4% | -27.9% | -29.8% |
| 1Y | -45.9% | +7.6% | -53.5% | -52.9% |
| 3Y | +117.4% | +74.2% | +43.2% | -25.6% |
| All | +117.4% | +74.2% | +43.2% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling