+60.7%
COP vs XLC
-5.6%
+66.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.6% | -3.6% |
| 7D | -8.1% | +1.8% | -9.9% | -7.1% |
| 30D | +6.7% | -6.0% | +12.6% | +4.7% |
| 3M | +16.9% | -6.0% | +22.9% | +15.0% |
| 6M | +11.2% | -9.1% | +20.2% | +8.5% |
| YTD | +49.5% | -10.0% | +59.5% | +47.5% |
| 1Y | +60.7% | -5.8% | +66.5% | +55.7% |
| All | +60.7% | -5.6% | +66.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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