-27.8%
COIN vs XLY
+28.1%
-56.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | -0.1% |
| 7D | -5.1% | -1.7% | -3.4% | -1.7% |
| 30D | +17.6% | -4.2% | +21.8% | +28.3% |
| 3M | +9.2% | -2.7% | +11.9% | +13.6% |
| 6M | -11.8% | -0.6% | -11.1% | -12.4% |
| YTD | -22.5% | -5.0% | -17.5% | -14.8% |
| 1Y | -45.9% | -4.1% | -41.8% | -41.6% |
| 3Y | +117.4% | +33.6% | +83.8% | +20.8% |
| All | -27.8% | +28.1% | -56.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling