+298.3%
COP vs XLB
+173.6%
+124.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -3.1% |
| 7D | -8.4% | -1.4% | -7.1% | -7.5% |
| 30D | +0.3% | +7.1% | -6.8% | -6.6% |
| 3M | +15.1% | +0.6% | +14.5% | +13.6% |
| 6M | +19.8% | +3.5% | +16.3% | +13.2% |
| YTD | +46.8% | +18.2% | +28.6% | +19.4% |
| 1Y | +59.7% | +25.6% | +34.1% | +21.8% |
| 3Y | +28.7% | +46.7% | -18.0% | -18.4% |
| 5Y | +110.7% | +30.9% | +79.8% | +48.2% |
| 10Y | +298.3% | +167.7% | +130.6% | +16.4% |
| All | +298.3% | +173.6% | +124.7% | +16.4% |
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 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