+29.0%
XLB vs COO
-41.6%
+70.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -1.5% | +4.7% | -6.2% | -2.9% |
| 30D | +6.1% | +13.9% | -7.8% | +1.7% |
| 3M | 0.0% | -14.9% | +15.0% | +4.8% |
| 6M | 0.0% | +2.0% | -2.1% | -2.0% |
| YTD | +16.0% | -23.9% | +39.9% | +25.9% |
| 1Y | +24.7% | -9.6% | +34.4% | +27.2% |
| 3Y | +40.4% | -25.4% | +65.8% | +47.0% |
| All | +29.0% | -41.6% | +70.6% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling