+217.7%
XLF vs COO
+41.1%
+176.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +7.6% | +14.2% | -6.5% | +2.5% |
| 3M | +1.1% | -18.2% | +19.3% | +8.1% |
| 6M | +15.9% | +5.3% | +10.5% | +11.8% |
| YTD | +8.4% | -23.6% | +32.0% | +18.3% |
| 1Y | +12.5% | -12.7% | +25.2% | +16.2% |
| 3Y | +81.6% | -24.2% | +105.7% | +89.8% |
| 5Y | +59.3% | -40.0% | +99.2% | +81.2% |
| All | +217.7% | +41.1% | +176.6% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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