+161.9%
XLE vs COO
-41.3%
+203.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | -4.0% | +13.3% | -17.3% | -5.9% |
| 3M | +4.6% | -18.1% | +22.7% | +7.7% |
| 6M | +12.3% | +6.7% | +5.6% | +10.1% |
| YTD | +44.5% | -23.2% | +67.8% | +50.5% |
| 1Y | +42.4% | -12.3% | +54.7% | +44.3% |
| 3Y | +67.0% | -23.6% | +90.6% | +69.5% |
| 5Y | +161.9% | -38.7% | +200.6% | +164.7% |
| All | +161.9% | -41.3% | +203.3% | +164.7% |
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