+477.3%
COP vs XRT
+549.7%
-72.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -6.1% | +4.1% | -10.2% | -8.5% |
| 30D | +1.1% | +9.9% | -8.8% | -4.7% |
| 3M | +10.9% | +2.3% | +8.7% | +8.5% |
| 6M | +20.8% | +9.6% | +11.2% | +12.4% |
| YTD | +48.0% | +9.1% | +38.9% | +37.1% |
| 1Y | +58.5% | +16.2% | +42.3% | +41.3% |
| 3Y | +28.1% | +60.1% | -31.9% | -7.8% |
| 5Y | +120.5% | -0.5% | +120.9% | +100.5% |
| 10Y | +310.1% | +145.1% | +165.0% | +95.3% |
| All | +477.3% | +549.7% | -72.4% | +39.7% |
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