-47.5%
COIN vs XME
+205.4%
-252.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | +2.2% |
| 7D | -10.6% | -3.0% | -7.5% | -8.0% |
| 30D | +16.0% | -2.6% | +18.5% | +18.8% |
| 3M | +11.9% | +2.2% | +9.7% | +8.9% |
| 6M | -12.3% | +0.7% | -13.0% | -15.0% |
| YTD | -23.8% | +10.9% | -34.7% | -33.4% |
| 1Y | -45.4% | +35.7% | -81.1% | -61.6% |
| 3Y | +109.9% | +127.1% | -17.3% | -9.1% |
| 5Y | -30.6% | +168.5% | -199.1% | -71.1% |
| All | -47.5% | +205.4% | -252.9% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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