+24.9%
COP vs XLP
+43.9%
-19.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -9.7% | +3.5% | -13.2% | -10.5% |
| 30D | +4.7% | +11.6% | -6.8% | +1.7% |
| 3M | +18.5% | +7.6% | +10.9% | +16.0% |
| 6M | +11.4% | +10.0% | +1.4% | +8.3% |
| YTD | +47.9% | +19.7% | +28.2% | +38.9% |
| 1Y | +59.3% | +23.5% | +35.9% | +48.1% |
| All | +24.9% | +43.9% | -19.0% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling