+1,927.4%
COP vs XLP
+577.3%
+1,350.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | -9.7% | +3.5% | -13.2% | -12.3% |
| 30D | +4.7% | +11.6% | -6.8% | -4.1% |
| 3M | +18.5% | +7.6% | +10.9% | +11.3% |
| 6M | +11.4% | +10.0% | +1.4% | +2.4% |
| YTD | +47.9% | +19.7% | +28.2% | +26.6% |
| 1Y | +59.3% | +23.5% | +35.9% | +33.1% |
| 3Y | +23.6% | +44.0% | -20.4% | -10.1% |
| 5Y | +113.1% | +42.7% | +70.4% | +54.2% |
| 10Y | +329.1% | +131.3% | +197.8% | +114.4% |
| All | +1,927.4% | +577.3% | +1,350.2% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling