-46.6%
COIN vs XLU
+51.6%
-98.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -5.1% | -1.6% | -3.5% | -4.0% |
| 30D | +17.6% | -3.3% | +20.9% | +20.1% |
| 3M | +9.2% | -3.2% | +12.4% | +11.0% |
| 6M | -11.8% | -7.0% | -4.8% | -8.0% |
| YTD | -22.5% | +0.6% | -23.1% | -24.0% |
| 1Y | -45.9% | +2.4% | -48.3% | -47.6% |
| 3Y | +117.4% | +46.3% | +71.1% | +56.1% |
| 5Y | -29.4% | +44.0% | -73.4% | -44.6% |
| All | -46.6% | +51.6% | -98.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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