+142.5%
XLC vs COO
+19.3%
+123.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -0.8% | -2.2% | +1.4% | 0.0% |
| 30D | +1.0% | -7.0% | +8.1% | +3.8% |
| 3M | -0.7% | +12.2% | -12.9% | -5.5% |
| 6M | -5.1% | -15.1% | +10.0% | +0.4% |
| YTD | -4.3% | -15.1% | +10.8% | +1.1% |
| 1Y | -0.6% | +2.3% | -2.9% | -3.0% |
| 3Y | +72.7% | -23.7% | +96.4% | +81.8% |
| 5Y | +38.0% | -38.9% | +76.9% | +57.9% |
| All | +142.5% | +19.3% | +123.2% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling