+227.3%
XLI vs COP
+335.3%
-108.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | +4.3% | +3.4% | +0.9% | +3.3% |
| 30D | +0.5% | -0.6% | +1.1% | +0.4% |
| 3M | -8.6% | +10.8% | -19.4% | -11.7% |
| 6M | -2.3% | +19.6% | -21.9% | -8.3% |
| YTD | +10.1% | +52.9% | -42.8% | -5.1% |
| 1Y | +11.0% | +62.2% | -51.2% | -6.2% |
| 3Y | +72.3% | +32.4% | +39.9% | +52.0% |
| 5Y | +70.8% | +129.7% | -58.9% | +20.4% |
| All | +227.3% | +335.3% | -108.0% | +80.8% |
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