+117.4%
COIN vs XLY
+35.2%
+82.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.2% |
| 7D | -5.1% | -1.7% | -3.4% | -2.2% |
| 30D | +17.6% | -4.2% | +21.8% | +26.6% |
| 3M | +9.2% | -2.7% | +11.9% | +13.3% |
| 6M | -11.8% | -0.6% | -11.1% | -11.8% |
| YTD | -22.5% | -5.0% | -17.5% | -15.3% |
| 1Y | -45.9% | -4.1% | -41.8% | -41.6% |
| 3Y | +117.4% | +33.6% | +83.8% | +48.0% |
| All | +117.4% | +35.2% | +82.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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