+173.9%
XLE vs COP
+321.4%
-147.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.7% |
| 7D | -0.2% | +0.7% | -0.9% | -0.7% |
| 30D | -4.0% | +0.2% | -4.2% | -4.2% |
| 3M | +4.6% | +10.2% | -5.6% | -2.8% |
| 6M | +12.3% | +20.1% | -7.8% | -2.2% |
| YTD | +44.5% | +50.5% | -6.0% | +6.3% |
| 1Y | +42.4% | +56.8% | -14.4% | +1.5% |
| 3Y | +67.0% | +30.3% | +36.8% | +33.4% |
| 5Y | +161.9% | +126.8% | +35.1% | +36.7% |
| 10Y | +173.9% | +325.0% | -151.1% | -10.2% |
| All | +173.9% | +321.4% | -147.6% | -10.2% |
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 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