+329.9%
COP vs XLB
+164.1%
+165.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.8% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | -0.6% | +5.3% | -5.9% | -5.9% |
| 3M | +10.8% | 0.0% | +10.8% | +9.9% |
| 6M | +19.6% | +1.2% | +18.4% | +15.5% |
| YTD | +52.9% | +16.9% | +36.0% | +25.7% |
| 1Y | +62.2% | +20.9% | +41.3% | +28.5% |
| 3Y | +32.4% | +43.3% | -11.0% | -14.2% |
| 5Y | +129.7% | +28.3% | +101.4% | +65.0% |
| All | +329.9% | +164.1% | +165.8% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling