+165.9%
COP vs XLC
+143.7%
+22.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.3% |
| 7D | +3.0% | -0.8% | +3.8% | +3.5% |
| 30D | +17.5% | +1.0% | +16.4% | +16.5% |
| 3M | +13.4% | -0.7% | +14.1% | +13.0% |
| 6M | +17.7% | -5.1% | +22.9% | +20.3% |
| YTD | +46.6% | -4.3% | +50.9% | +48.6% |
| 1Y | +44.6% | -0.6% | +45.2% | +42.5% |
| 3Y | +20.7% | +72.7% | -52.0% | -20.4% |
| 5Y | +185.0% | +38.0% | +147.1% | +126.6% |
| All | +165.9% | +143.7% | +22.1% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling