-47.5%
COIN vs XYL
+6.4%
-53.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.4% |
| 7D | -10.6% | -1.2% | -9.4% | -9.5% |
| 30D | +16.0% | -13.2% | +29.1% | +33.8% |
| 3M | +11.9% | -0.2% | +12.1% | +8.9% |
| 6M | -12.3% | -12.5% | +0.2% | -2.8% |
| YTD | -23.8% | -20.9% | -2.9% | -6.1% |
| 1Y | -45.4% | -21.6% | -23.8% | -31.7% |
| 3Y | +109.9% | +16.1% | +93.7% | +66.9% |
| 5Y | -30.6% | -15.6% | -15.0% | -40.2% |
| All | -47.5% | +6.4% | -53.9% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling