+25.2%
COP vs XLY
+35.2%
-10.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.3% | -1.7% | +4.0% | +2.6% |
| 30D | +8.6% | -4.2% | +12.8% | +9.5% |
| 3M | +19.9% | -2.7% | +22.5% | +20.2% |
| 6M | +19.0% | -0.6% | +19.7% | +17.9% |
| YTD | +50.0% | -5.0% | +55.0% | +51.1% |
| 1Y | +50.5% | -4.1% | +54.6% | +50.7% |
| 3Y | +25.2% | +33.6% | -8.4% | +10.8% |
| All | +25.2% | +35.2% | -10.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling