+12.3%
XLI vs COO
-7.7%
+20.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -2.0% |
| 7D | +0.6% | +8.4% | -7.9% | -0.7% |
| 30D | -0.4% | +13.5% | -13.9% | -2.4% |
| 3M | -8.8% | -13.8% | +4.9% | -6.1% |
| 6M | -0.4% | +4.7% | -5.1% | -2.3% |
| YTD | +10.1% | -21.4% | +31.5% | +17.7% |
| 1Y | +12.3% | -6.7% | +19.1% | +15.1% |
| All | +12.3% | -7.7% | +20.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling