-46.6%
COIN vs XLI
+85.6%
-132.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | -0.4% |
| 7D | -5.1% | -1.7% | -3.4% | -1.9% |
| 30D | +17.6% | -7.3% | +24.9% | +35.9% |
| 3M | +9.2% | -1.3% | +10.6% | +9.9% |
| 6M | -11.8% | +2.2% | -14.0% | -19.0% |
| YTD | -22.5% | +11.7% | -34.2% | -41.0% |
| 1Y | -45.9% | +14.3% | -60.2% | -60.4% |
| 3Y | +117.4% | +70.3% | +47.1% | -26.9% |
| 5Y | -29.4% | +82.3% | -111.7% | -78.0% |
| All | -46.6% | +85.6% | -132.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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