+116.7%
COIN vs XLP
+25.5%
+91.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.4% |
| 7D | -0.1% | -2.9% | +2.8% | -0.3% |
| 30D | +17.5% | -2.2% | +19.8% | +17.3% |
| 3M | +12.4% | -0.6% | +12.9% | +12.2% |
| 6M | -12.5% | -2.2% | -10.4% | -12.5% |
| YTD | -22.7% | +8.3% | -31.0% | -24.7% |
| 1Y | -45.2% | +5.7% | -50.9% | -46.2% |
| All | +116.7% | +25.5% | +91.2% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling