-27.8%
COIN vs XYZ
-68.2%
+40.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | -5.1% | -4.3% | -0.8% | -1.6% |
| 30D | +17.6% | +1.2% | +16.4% | +16.4% |
| 3M | +9.2% | +14.6% | -5.4% | -2.3% |
| 6M | -11.8% | +22.6% | -34.3% | -25.1% |
| YTD | -22.5% | +21.7% | -44.2% | -35.2% |
| 1Y | -45.9% | +6.7% | -52.6% | -50.1% |
| 3Y | +117.4% | +46.8% | +70.5% | +42.5% |
| All | -27.8% | -68.2% | +40.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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