+253.9%
XLI vs COP
+345.8%
-91.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -1.7% | +2.3% | -4.0% | -2.3% |
| 30D | -7.3% | +8.6% | -15.9% | -9.5% |
| 3M | -1.3% | +19.9% | -21.2% | -6.8% |
| 6M | +2.2% | +19.0% | -16.8% | -4.1% |
| YTD | +11.7% | +50.0% | -38.3% | -2.6% |
| 1Y | +14.3% | +50.5% | -36.3% | -0.9% |
| 3Y | +70.3% | +25.2% | +45.1% | +53.4% |
| 5Y | +82.3% | +194.3% | -112.0% | +18.6% |
| All | +253.9% | +345.8% | -91.9% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling