+329.9%
COP vs XLP
+135.7%
+194.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | -0.6% | +8.2% | -8.8% | -6.8% |
| 3M | +10.8% | +7.7% | +3.0% | +3.9% |
| 6M | +19.6% | +9.3% | +10.3% | +10.5% |
| YTD | +52.9% | +19.5% | +33.4% | +30.5% |
| 1Y | +62.2% | +21.0% | +41.2% | +37.0% |
| 3Y | +32.4% | +43.2% | -10.9% | -5.6% |
| 5Y | +129.7% | +42.7% | +87.0% | +60.8% |
| All | +329.9% | +135.7% | +194.2% | +128.7% |
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