+1,909.5%
COP vs XLP
+523.7%
+1,385.8%
-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 | +3.0% | -1.0% | +4.0% | +3.8% |
| 30D | +17.5% | -0.9% | +18.4% | +18.1% |
| 3M | +13.4% | +3.8% | +9.5% | +9.5% |
| 6M | +17.7% | -1.7% | +19.5% | +18.2% |
| YTD | +46.6% | +10.3% | +36.3% | +34.3% |
| 1Y | +44.6% | +7.8% | +36.8% | +34.6% |
| 3Y | +20.7% | +27.2% | -6.5% | -2.9% |
| 5Y | +185.0% | +32.5% | +152.5% | +119.2% |
| 10Y | +347.0% | +101.8% | +245.2% | +149.3% |
| All | +1,909.5% | +523.7% | +1,385.8% | +425.1% |
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