+1,909.5%
COP vs XLU
+633.0%
+1,276.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +3.0% | +0.8% | +2.2% | +2.4% |
| 30D | +17.5% | -1.3% | +18.8% | +18.4% |
| 3M | +13.4% | -1.3% | +14.7% | +14.0% |
| 6M | +17.7% | -7.6% | +25.4% | +23.1% |
| YTD | +46.6% | +2.3% | +44.3% | +43.0% |
| 1Y | +44.6% | +5.8% | +38.8% | +37.6% |
| 3Y | +20.7% | +50.5% | -29.8% | -10.9% |
| 5Y | +185.0% | +44.1% | +140.9% | +113.3% |
| 10Y | +347.0% | +138.2% | +208.8% | +128.2% |
| All | +1,909.5% | +633.0% | +1,276.5% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling