+113.0%
COP vs XLP
+40.8%
+72.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -11.5% | +0.7% | -12.3% | -11.9% |
| 30D | +5.0% | +10.3% | -5.3% | +0.5% |
| 3M | +17.5% | +6.5% | +11.0% | +14.0% |
| 6M | +16.2% | +8.4% | +7.8% | +11.8% |
| YTD | +48.8% | +18.2% | +30.6% | +36.6% |
| 1Y | +64.1% | +22.4% | +41.7% | +48.0% |
| 3Y | +25.7% | +41.9% | -16.2% | +3.0% |
| All | +113.0% | +40.8% | +72.2% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling