-31.9%
COIN vs XLP
+30.6%
-62.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.5% |
| 7D | -0.1% | -2.9% | +2.8% | +2.1% |
| 30D | +17.5% | -2.2% | +19.8% | +19.2% |
| 3M | +12.4% | -0.6% | +12.9% | +11.9% |
| 6M | -12.5% | -2.2% | -10.4% | -12.1% |
| YTD | -22.7% | +8.3% | -31.0% | -30.8% |
| 1Y | -45.2% | +5.7% | -50.9% | -49.9% |
| 3Y | +112.8% | +25.7% | +87.2% | +44.3% |
| 5Y | -31.9% | +31.3% | -63.1% | -51.8% |
| All | -31.9% | +30.6% | -62.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling