-45.4%
COIN vs XLP
+6.2%
-51.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -10.6% | -2.5% | -8.1% | -12.0% |
| 30D | +16.0% | -1.9% | +17.8% | +14.6% |
| 3M | +11.9% | -2.1% | +14.0% | +10.4% |
| 6M | -12.3% | -1.8% | -10.5% | -13.2% |
| YTD | -23.8% | +8.3% | -32.1% | -23.2% |
| 1Y | -45.4% | +6.8% | -52.2% | -45.2% |
| All | -45.4% | +6.2% | -51.6% | -45.2% |
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