+82.8%
XLI vs COO
-39.5%
+122.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.6% |
| 30D | -5.8% | -8.8% | +3.0% | -3.3% |
| 3M | +0.7% | +1.3% | -0.6% | 0.0% |
| 6M | +3.2% | -11.6% | +14.8% | +6.6% |
| YTD | +13.0% | -17.4% | +30.4% | +19.1% |
| 1Y | +16.8% | -1.6% | +18.4% | +16.3% |
| 3Y | +72.4% | -22.6% | +95.1% | +79.2% |
| 5Y | +82.8% | -40.3% | +123.1% | +105.1% |
| All | +82.8% | -39.5% | +122.2% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling