+184.8%
COP vs XLU
+42.8%
+142.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +3.0% |
| 30D | +8.6% | -3.3% | +11.9% | +10.0% |
| 3M | +19.9% | -3.2% | +23.0% | +21.3% |
| 6M | +19.0% | -7.0% | +26.0% | +22.1% |
| YTD | +50.0% | +0.6% | +49.3% | +48.2% |
| 1Y | +50.5% | +2.4% | +48.1% | +47.3% |
| 3Y | +25.2% | +46.3% | -21.0% | +3.6% |
| All | +184.8% | +42.8% | +142.0% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling