+43.6%
XLE vs COP
+61.6%
-18.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | -12.0% | -11.5% | -0.5% | -4.6% |
| 30D | -2.7% | +5.0% | -7.7% | -5.6% |
| 3M | +6.6% | +17.5% | -10.9% | -4.2% |
| 6M | +9.5% | +16.2% | -6.7% | -0.9% |
| YTD | +40.6% | +48.8% | -8.2% | +9.0% |
| 1Y | +43.6% | +64.1% | -20.5% | +3.8% |
| All | +43.6% | +61.6% | -18.0% | +3.8% |
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