+298.3%
COP vs XLP
+130.4%
+167.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.0% |
| 7D | -8.4% | +0.1% | -8.5% | -8.7% |
| 30D | +0.3% | +8.9% | -8.7% | -6.5% |
| 3M | +15.1% | +7.5% | +7.6% | +8.2% |
| 6M | +19.8% | +9.4% | +10.3% | +10.5% |
| YTD | +46.8% | +19.3% | +27.6% | +25.5% |
| 1Y | +59.7% | +21.7% | +38.0% | +34.2% |
| 3Y | +28.7% | +44.0% | -15.3% | -8.7% |
| 5Y | +110.7% | +42.8% | +67.9% | +47.3% |
| 10Y | +298.3% | +128.8% | +169.5% | +98.7% |
| All | +298.3% | +130.4% | +167.9% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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