-39.8%
COIN vs XYL
-23.4%
-16.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.1% | -3.2% |
| 7D | +3.4% | -5.0% | +8.4% | +5.8% |
| 30D | +23.2% | -13.2% | +36.4% | +30.9% |
| 3M | +12.5% | -3.7% | +16.2% | +11.3% |
| 6M | -11.6% | -17.7% | +6.1% | -1.8% |
| YTD | -18.4% | -21.5% | +3.2% | -8.4% |
| 1Y | -39.8% | -24.5% | -15.3% | -25.9% |
| All | -39.8% | -23.4% | -16.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling