+472.5%
COP vs XRT
+552.1%
-79.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -3.3% |
| 7D | -8.4% | +2.5% | -10.9% | -10.0% |
| 30D | +0.3% | +10.3% | -10.1% | -5.7% |
| 3M | +15.1% | +2.4% | +12.7% | +12.4% |
| 6M | +19.8% | +10.0% | +9.8% | +11.3% |
| YTD | +46.8% | +9.5% | +37.3% | +35.7% |
| 1Y | +59.7% | +17.2% | +42.6% | +41.8% |
| 3Y | +28.7% | +62.0% | -33.3% | -8.0% |
| 5Y | +110.7% | -2.1% | +112.8% | +93.8% |
| 10Y | +298.3% | +152.6% | +145.7% | +86.2% |
| All | +472.5% | +552.1% | -79.6% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling