+49.9%
XLE vs COP
+61.7%
-11.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.2% | +0.4% | -1.4% |
| 7D | -7.2% | -8.1% | +0.9% | -1.9% |
| 30D | +0.1% | +6.7% | -6.5% | -3.8% |
| 3M | +9.2% | +16.9% | -7.7% | -1.4% |
| 6M | +8.4% | +11.2% | -2.8% | +0.8% |
| YTD | +44.9% | +49.5% | -4.6% | +13.1% |
| 1Y | +49.9% | +60.7% | -10.8% | +12.2% |
| All | +49.9% | +61.7% | -11.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling