+133.1%
XLC vs COO
+9.6%
+123.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | -0.1% | +1.6% |
| 7D | +7.1% | +4.3% | +2.8% | +5.5% |
| 30D | -2.7% | +17.6% | -20.3% | -8.4% |
| 3M | -3.2% | -13.9% | +10.7% | +1.4% |
| 6M | -7.7% | +6.6% | -14.2% | -11.4% |
| YTD | -8.0% | -22.0% | +14.0% | -0.6% |
| 1Y | -3.1% | -8.8% | +5.8% | -1.8% |
| 3Y | +64.9% | -21.5% | +86.4% | +68.2% |
| 5Y | +39.5% | -41.0% | +80.5% | +59.7% |
| All | +133.1% | +9.6% | +123.5% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling