-46.6%
COIN vs XLF
+79.7%
-126.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.5% |
| 7D | -5.1% | -1.5% | -3.6% | -2.4% |
| 30D | +17.6% | -1.2% | +18.7% | +20.0% |
| 3M | +9.2% | +9.2% | +0.1% | -7.2% |
| 6M | -11.8% | +16.3% | -28.1% | -33.6% |
| YTD | -22.5% | +5.4% | -27.9% | -29.1% |
| 1Y | -45.9% | +7.6% | -53.5% | -52.2% |
| 3Y | +117.4% | +74.2% | +43.2% | -14.7% |
| 5Y | -29.4% | +66.1% | -95.6% | -67.6% |
| All | -46.6% | +79.7% | -126.3% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling