-47.5%
COIN vs XLP
+38.6%
-86.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -10.6% | -2.5% | -8.1% | -8.9% |
| 30D | +16.0% | -1.9% | +17.8% | +17.2% |
| 3M | +11.9% | -2.1% | +14.0% | +13.0% |
| 6M | -12.3% | -1.8% | -10.5% | -12.1% |
| YTD | -23.8% | +8.3% | -32.1% | -31.5% |
| 1Y | -45.4% | +6.8% | -52.2% | -50.4% |
| 3Y | +109.9% | +25.7% | +84.1% | +45.7% |
| 5Y | -30.6% | +31.9% | -62.5% | -50.2% |
| All | -47.5% | +38.6% | -86.1% | -62.6% |
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