+177.3%
COP vs XLC
+134.8%
+42.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | +3.4% | +3.1% | +0.3% | +1.4% |
| 30D | -0.6% | -4.2% | +3.6% | +1.7% |
| 3M | +10.8% | -2.1% | +12.9% | +11.3% |
| 6M | +19.6% | -6.6% | +26.2% | +23.1% |
| YTD | +52.9% | -7.8% | +60.7% | +57.7% |
| 1Y | +62.2% | -4.1% | +66.3% | +62.7% |
| 3Y | +32.4% | +62.6% | -30.3% | -9.4% |
| 5Y | +129.7% | +39.6% | +90.1% | +77.1% |
| All | +177.3% | +134.8% | +42.6% | +15.0% |
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