+425.1%
XLF vs COO
+2,956.9%
-2,531.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +1.2% | -2.1% | +3.3% | +1.9% |
| 30D | +6.2% | +13.9% | -7.7% | +2.0% |
| 3M | +0.9% | -18.9% | +19.8% | +6.8% |
| 6M | +13.6% | +3.7% | +9.9% | +11.0% |
| YTD | +7.6% | -24.1% | +31.7% | +15.6% |
| 1Y | +10.2% | -14.2% | +24.4% | +13.8% |
| 3Y | +79.8% | -24.5% | +104.3% | +88.0% |
| 5Y | +58.0% | -40.4% | +98.4% | +75.6% |
| 10Y | +222.8% | +40.5% | +182.3% | +173.8% |
| All | +425.1% | +2,956.9% | -2,531.8% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling