+217.7%
XLF vs COP
+342.2%
-124.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | +2.7% | +4.4% | -1.8% | +1.2% |
| 30D | +7.6% | 0.0% | +7.7% | +7.3% |
| 3M | +1.1% | +15.0% | -13.9% | -4.1% |
| 6M | +15.9% | +22.0% | -6.1% | +7.2% |
| YTD | +8.4% | +55.3% | -46.9% | -8.7% |
| 1Y | +12.5% | +64.1% | -51.6% | -7.3% |
| 3Y | +81.6% | +34.1% | +47.5% | +57.0% |
| 5Y | +59.3% | +133.4% | -74.1% | +5.8% |
| All | +217.7% | +342.2% | -124.5% | +53.0% |
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