-43.8%
COIN vs XLP
+41.0%
-84.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.6% |
| 7D | +3.4% | -1.0% | +4.4% | +4.1% |
| 30D | +23.2% | -0.9% | +24.1% | +23.6% |
| 3M | +12.5% | +3.8% | +8.7% | +8.1% |
| 6M | -11.6% | -1.7% | -9.9% | -11.3% |
| YTD | -18.4% | +10.3% | -28.6% | -27.5% |
| 1Y | -39.8% | +7.8% | -47.6% | -45.6% |
| 3Y | +136.7% | +27.2% | +109.5% | +63.7% |
| 5Y | -33.7% | +32.5% | -66.2% | -52.9% |
| All | -43.8% | +41.0% | -84.8% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling