+44.6%
COP vs XLU
+4.9%
+39.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | +17.5% | -1.3% | +18.8% | +17.5% |
| 3M | +13.4% | -1.3% | +14.7% | +13.7% |
| 6M | +17.7% | -7.6% | +25.4% | +19.1% |
| YTD | +46.6% | +2.3% | +44.3% | +43.1% |
| 1Y | +44.6% | +5.8% | +38.8% | +37.4% |
| All | +44.6% | +4.9% | +39.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling