+163.9%
XLE vs COP
+319.0%
-155.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.5% |
| 7D | -7.9% | -8.4% | +0.5% | -1.9% |
| 30D | -4.8% | +0.3% | -5.1% | -5.0% |
| 3M | +8.4% | +15.1% | -6.7% | -2.4% |
| 6M | +12.7% | +19.8% | -7.1% | -1.6% |
| YTD | +41.3% | +46.8% | -5.5% | +5.8% |
| 1Y | +42.3% | +59.7% | -17.5% | 0.0% |
| 3Y | +65.1% | +28.7% | +36.4% | +33.0% |
| 5Y | +150.2% | +110.7% | +39.5% | +37.7% |
| 10Y | +163.9% | +298.3% | -134.4% | -10.2% |
| All | +163.9% | +319.0% | -155.1% | -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