+113.0%
COP vs XLB
+29.2%
+83.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.1% |
| 7D | -11.5% | -1.5% | -10.0% | -10.9% |
| 30D | +5.0% | +6.1% | -1.1% | +0.8% |
| 3M | +17.5% | 0.0% | +17.5% | +17.0% |
| 6M | +16.2% | 0.0% | +16.3% | +14.9% |
| YTD | +48.8% | +16.0% | +32.8% | +30.0% |
| 1Y | +64.1% | +24.7% | +39.4% | +35.4% |
| 3Y | +25.7% | +40.4% | -14.7% | -6.8% |
| All | +113.0% | +29.2% | +83.8% | +68.6% |
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