+172.7%
XLE vs COP
+343.7%
-171.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | +2.2% | +3.0% | -0.8% | 0.0% |
| 30D | +11.8% | +17.5% | -5.7% | -0.5% |
| 3M | +9.8% | +13.4% | -3.5% | 0.0% |
| 6M | +15.6% | +17.7% | -2.2% | +2.2% |
| YTD | +45.3% | +46.6% | -1.3% | +9.4% |
| 1Y | +48.3% | +44.6% | +3.7% | +12.2% |
| 3Y | +55.4% | +20.7% | +34.7% | +31.5% |
| 5Y | +216.1% | +185.0% | +31.1% | +41.2% |
| All | +172.7% | +343.7% | -171.0% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling