+12.3%
XLI vs COP
+61.7%
-49.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -1.8% |
| 7D | +0.6% | -8.1% | +8.7% | -0.5% |
| 30D | -0.4% | +6.7% | -7.0% | +0.5% |
| 3M | -8.8% | +16.9% | -25.7% | -6.7% |
| 6M | -0.4% | +11.2% | -11.6% | +1.9% |
| YTD | +10.1% | +49.5% | -39.4% | +8.9% |
| 1Y | +12.3% | +60.7% | -48.4% | +10.9% |
| All | +12.3% | +61.7% | -49.4% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling