+14.3%
XLI vs COO
-20.3%
+34.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -1.7% | -22.5% | +20.9% | +3.0% |
| 30D | -7.3% | -29.7% | +22.5% | -0.9% |
| 3M | -1.3% | -20.1% | +18.8% | +2.3% |
| 6M | +2.2% | -26.9% | +29.1% | +9.1% |
| YTD | +11.7% | -34.2% | +45.9% | +22.2% |
| 1Y | +14.3% | -21.3% | +35.5% | +19.9% |
| All | +14.3% | -20.3% | +34.6% | +19.9% |
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