+471.6%
COP vs XRT
+514.3%
-42.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | +3.0% | +0.8% | +2.2% | +2.5% |
| 30D | +17.5% | -4.2% | +21.7% | +20.1% |
| 3M | +13.4% | +5.1% | +8.3% | +9.2% |
| 6M | +17.7% | +2.4% | +15.3% | +14.1% |
| YTD | +46.6% | +3.2% | +43.4% | +41.2% |
| 1Y | +44.6% | +1.5% | +43.1% | +40.1% |
| 3Y | +20.7% | +40.6% | -19.9% | -5.8% |
| 5Y | +185.0% | -1.0% | +186.0% | +160.0% |
| 10Y | +347.0% | +128.4% | +218.6% | +123.1% |
| All | +471.6% | +514.3% | -42.7% | +43.9% |
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