-50.7%
COIN vs XLP
+24.3%
-75.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +6.1% |
| 7D | -6.7% | +5.9% | -12.5% | -3.6% |
| 30D | -19.5% | +13.5% | -33.0% | -13.6% |
| 3M | +0.5% | +8.4% | -7.9% | +5.2% |
| 6M | -25.4% | +11.5% | -36.9% | -20.0% |
| YTD | -33.0% | +20.6% | -53.6% | -30.9% |
| 1Y | -50.7% | +24.3% | -75.0% | -49.8% |
| All | -50.7% | +24.3% | -75.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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