+70.0%
XLI vs COO
-40.8%
+110.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.1% |
| 7D | -0.5% | +4.3% | -4.8% | -1.7% |
| 30D | -0.2% | +17.6% | -17.8% | -4.7% |
| 3M | -8.6% | -13.9% | +5.3% | -5.1% |
| 6M | -2.0% | +6.6% | -8.5% | -5.0% |
| YTD | +9.7% | -22.0% | +31.7% | +16.8% |
| 1Y | +11.4% | -8.8% | +20.2% | +12.9% |
| 3Y | +74.2% | -21.5% | +95.7% | +78.1% |
| 5Y | +70.0% | -41.0% | +111.0% | +87.3% |
| All | +70.0% | -40.8% | +110.7% | +87.3% |
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