+136.0%
XLC vs COO
+7.4%
+128.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.8% |
| 7D | +3.7% | +0.5% | +3.3% | +3.6% |
| 30D | -1.9% | +14.2% | -16.1% | -6.6% |
| 3M | -3.1% | -18.2% | +15.1% | +3.4% |
| 6M | -6.4% | +5.3% | -11.7% | -9.8% |
| YTD | -6.8% | -23.6% | +16.7% | +1.4% |
| 1Y | -1.7% | -12.7% | +11.0% | +1.2% |
| 3Y | +64.7% | -24.2% | +88.9% | +70.5% |
| 5Y | +41.1% | -40.0% | +81.1% | +60.0% |
| All | +136.0% | +7.4% | +128.6% | +95.5% |
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