+64.4%
XLF vs COP
+195.6%
-131.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -1.3% | +11.7% | -13.0% | -3.6% |
| 3M | +9.1% | +17.7% | -8.5% | +5.1% |
| 6M | +14.4% | +18.3% | -4.0% | +9.4% |
| YTD | +5.1% | +49.1% | -44.0% | -5.3% |
| 1Y | +8.6% | +53.3% | -44.7% | -3.1% |
| 3Y | +74.4% | +22.2% | +52.3% | +61.9% |
| 5Y | +64.4% | +193.3% | -128.9% | +9.2% |
| All | +64.4% | +195.6% | -131.2% | +9.2% |
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