+191.7%
COP vs XLB
+35.6%
+156.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.2% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +15.6% | -1.7% | +17.3% | +16.8% |
| 3M | +14.3% | +4.4% | +10.0% | +10.1% |
| 6M | +17.0% | +5.0% | +12.0% | +11.0% |
| YTD | +47.4% | +15.5% | +32.0% | +29.7% |
| 1Y | +52.4% | +14.9% | +37.5% | +34.2% |
| 3Y | +20.8% | +34.5% | -13.7% | -7.1% |
| 5Y | +191.7% | +36.5% | +155.1% | +124.2% |
| All | +191.7% | +35.6% | +156.0% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling