+60.7%
COP vs XLB
+29.8%
+30.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -4.8% |
| 7D | -8.1% | +3.9% | -12.1% | -7.6% |
| 30D | +6.7% | +8.9% | -2.2% | +7.6% |
| 3M | +16.9% | +4.1% | +12.8% | +17.4% |
| 6M | +11.2% | +7.3% | +3.9% | +12.1% |
| YTD | +49.5% | +20.4% | +29.1% | +39.6% |
| 1Y | +60.7% | +29.5% | +31.1% | +44.4% |
| All | +60.7% | +29.8% | +30.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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