+167.4%
COP vs XLC
+142.6%
+24.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | -0.8% | +0.6% | -1.4% | -1.2% |
| 30D | +15.6% | +0.2% | +15.3% | +15.2% |
| 3M | +14.3% | +0.6% | +13.7% | +13.0% |
| 6M | +17.0% | -4.5% | +21.5% | +19.0% |
| YTD | +47.4% | -4.7% | +52.2% | +49.9% |
| 1Y | +52.4% | -1.7% | +54.1% | +51.4% |
| 3Y | +20.8% | +72.3% | -51.5% | -20.2% |
| 5Y | +191.7% | +37.8% | +153.9% | +131.9% |
| All | +167.4% | +142.6% | +24.8% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling