+75.2%
XLF vs COO
-23.3%
+98.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.8% |
| 7D | +0.2% | -2.3% | +2.5% | +0.7% |
| 30D | -0.5% | -8.8% | +8.3% | +1.5% |
| 3M | +10.6% | +1.3% | +9.3% | +10.1% |
| 6M | +14.3% | -11.6% | +25.9% | +17.1% |
| YTD | +5.5% | -17.4% | +22.9% | +9.7% |
| 1Y | +9.6% | -1.6% | +11.2% | +9.5% |
| 3Y | +75.2% | -22.6% | +97.8% | +78.3% |
| All | +75.2% | -23.3% | +98.5% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling