+166.3%
COP vs XLC
+134.3%
+31.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -2.8% |
| 7D | -8.4% | +7.1% | -15.5% | -12.4% |
| 30D | +0.3% | -2.7% | +3.0% | +1.6% |
| 3M | +15.1% | -3.2% | +18.3% | +16.5% |
| 6M | +19.8% | -7.7% | +27.4% | +24.2% |
| YTD | +46.8% | -8.0% | +54.8% | +51.6% |
| 1Y | +59.7% | -3.1% | +62.8% | +59.1% |
| 3Y | +28.7% | +64.9% | -36.2% | -12.8% |
| 5Y | +110.7% | +39.5% | +71.2% | +62.5% |
| All | +166.3% | +134.3% | +31.9% | +10.6% |
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