+61.0%
XLC vs COO
-25.3%
+86.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +4.9% | +4.7% | +0.2% | +4.2% |
| 30D | -5.8% | +13.9% | -19.7% | -7.6% |
| 3M | -5.4% | -14.9% | +9.5% | -3.1% |
| 6M | -10.2% | +2.0% | -12.2% | -10.9% |
| YTD | -10.2% | -23.9% | +13.7% | -6.3% |
| 1Y | -5.6% | -9.6% | +4.0% | -4.5% |
| 3Y | +61.0% | -25.4% | +86.4% | +63.3% |
| All | +61.0% | -25.3% | +86.3% | +63.3% |
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