+215.1%
XLF vs COO
+40.1%
+175.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +1.2% | -2.1% | +3.3% | +2.0% |
| 30D | +6.2% | +13.9% | -7.7% | +1.1% |
| 3M | +0.9% | -18.9% | +19.8% | +8.2% |
| 6M | +13.6% | +3.7% | +9.9% | +10.3% |
| YTD | +7.6% | -24.1% | +31.7% | +17.7% |
| 1Y | +10.2% | -14.2% | +24.4% | +14.6% |
| 3Y | +79.8% | -24.5% | +104.3% | +88.2% |
| 5Y | +58.0% | -40.4% | +98.4% | +80.2% |
| All | +215.1% | +40.1% | +175.1% | +188.4% |
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