+20.0%
COP vs XLP
+27.4%
-7.4%
-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 | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | +17.5% | -0.9% | +18.4% | +17.7% |
| 3M | +13.4% | +3.8% | +9.5% | +11.8% |
| 6M | +17.7% | -1.7% | +19.5% | +18.5% |
| YTD | +46.6% | +10.3% | +36.3% | +41.0% |
| 1Y | +44.6% | +7.8% | +36.8% | +40.1% |
| All | +20.0% | +27.4% | -7.4% | +7.2% |
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