+25.7%
COP vs XLC
+60.5%
-34.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -11.5% | +4.9% | -16.4% | -12.5% |
| 30D | +5.0% | -5.8% | +10.8% | +6.6% |
| 3M | +17.5% | -5.4% | +22.9% | +19.0% |
| 6M | +16.2% | -10.2% | +26.4% | +19.9% |
| YTD | +48.8% | -10.2% | +59.0% | +53.3% |
| 1Y | +64.1% | -5.6% | +69.7% | +64.5% |
| 3Y | +25.7% | +61.0% | -35.3% | +2.9% |
| All | +25.7% | +60.5% | -34.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling