-61.1%
COIN vs XLP
+55.0%
-116.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.2% |
| 7D | -5.3% | +2.5% | -7.8% | -6.8% |
| 30D | -26.2% | +7.3% | -33.5% | -29.9% |
| 3M | -17.1% | +8.1% | -25.1% | -21.9% |
| 6M | -36.7% | +10.5% | -47.2% | -41.8% |
| YTD | -43.6% | +21.2% | -64.7% | -53.3% |
| 1Y | -54.9% | +22.7% | -77.6% | -63.2% |
| 3Y | +37.8% | +44.8% | -7.0% | -16.0% |
| 5Y | -62.8% | +44.7% | -107.5% | -75.1% |
| All | -61.1% | +55.0% | -116.1% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling