+1,024.7%
XLE vs COP
+1,936.7%
-911.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | +2.2% | +3.0% | -0.8% | -0.1% |
| 30D | +11.8% | +17.5% | -5.7% | -1.2% |
| 3M | +9.8% | +13.4% | -3.5% | -0.5% |
| 6M | +15.6% | +17.7% | -2.2% | +1.4% |
| YTD | +45.3% | +46.6% | -1.3% | +7.5% |
| 1Y | +48.3% | +44.6% | +3.7% | +10.3% |
| 3Y | +55.4% | +20.7% | +34.7% | +29.7% |
| 5Y | +216.1% | +185.0% | +31.1% | +33.0% |
| 10Y | +178.4% | +347.0% | -168.6% | -26.3% |
| All | +1,024.7% | +1,936.7% | -911.9% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling