+422.3%
XLF vs COP
+1,936.7%
-1,514.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | 0.0% | +3.0% | -3.0% | -1.3% |
| 30D | +0.2% | +17.5% | -17.3% | -6.5% |
| 3M | +11.7% | +13.4% | -1.6% | +5.2% |
| 6M | +13.8% | +17.7% | -3.9% | +4.6% |
| YTD | +7.0% | +46.6% | -39.6% | -10.8% |
| 1Y | +9.1% | +44.6% | -35.5% | -9.0% |
| 3Y | +75.6% | +20.7% | +54.9% | +53.4% |
| 5Y | +66.4% | +185.0% | -118.6% | -6.7% |
| 10Y | +250.3% | +347.0% | -96.7% | +38.0% |
| All | +422.3% | +1,936.7% | -1,514.4% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling