+59.3%
XLF vs COP
+133.8%
-74.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | +2.7% | +4.4% | -1.8% | +1.8% |
| 30D | +7.6% | 0.0% | +7.7% | +7.4% |
| 3M | +1.1% | +15.0% | -13.9% | -2.2% |
| 6M | +15.9% | +22.0% | -6.1% | +10.4% |
| YTD | +8.4% | +55.3% | -46.9% | -3.3% |
| 1Y | +12.5% | +64.1% | -51.6% | -1.2% |
| 3Y | +81.6% | +34.1% | +47.5% | +64.8% |
| All | +59.3% | +133.8% | -74.5% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling