+191.7%
COP vs XLC
+37.3%
+154.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +15.6% | +0.2% | +15.3% | +15.4% |
| 3M | +14.3% | +0.6% | +13.7% | +13.8% |
| 6M | +17.0% | -4.5% | +21.5% | +18.2% |
| YTD | +47.4% | -4.7% | +52.2% | +49.0% |
| 1Y | +52.4% | -1.7% | +54.1% | +52.1% |
| 3Y | +20.8% | +72.3% | -51.5% | -0.9% |
| 5Y | +191.7% | +37.8% | +153.9% | +166.8% |
| All | +191.7% | +37.3% | +154.4% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling