+186.4%
COP vs XRT
-1.0%
+187.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | +17.5% | -4.2% | +21.7% | +18.7% |
| 3M | +13.4% | +5.1% | +8.3% | +11.3% |
| 6M | +17.7% | +2.4% | +15.3% | +16.0% |
| YTD | +46.6% | +3.2% | +43.4% | +44.1% |
| 1Y | +44.6% | +1.5% | +43.1% | +42.7% |
| 3Y | +20.7% | +40.6% | -19.9% | +6.1% |
| All | +186.4% | -1.0% | +187.4% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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