+246.5%
XLF vs COP
+344.8%
-98.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.9% | +1.0% | -3.9% | -3.2% |
| 30D | -1.6% | +9.6% | -11.2% | -4.6% |
| 3M | +9.3% | +15.0% | -5.8% | +3.8% |
| 6M | +14.6% | +21.8% | -7.2% | +6.0% |
| YTD | +4.7% | +49.6% | -44.9% | -10.2% |
| 1Y | +8.6% | +49.9% | -41.2% | -7.3% |
| 3Y | +73.9% | +22.6% | +51.2% | +55.6% |
| 5Y | +65.0% | +193.6% | -128.6% | +0.6% |
| All | +246.5% | +344.8% | -98.3% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling