+40.4%
XLB vs COO
-25.3%
+65.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.5% | +4.7% | -6.2% | -2.6% |
| 30D | +6.1% | +13.9% | -7.8% | +2.8% |
| 3M | 0.0% | -14.9% | +15.0% | +3.7% |
| 6M | 0.0% | +2.0% | -2.1% | -1.4% |
| YTD | +16.0% | -23.9% | +39.9% | +23.8% |
| 1Y | +24.7% | -9.6% | +34.4% | +27.1% |
| 3Y | +40.4% | -25.4% | +65.8% | +43.4% |
| All | +40.4% | -25.3% | +65.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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