+11.0%
XLI vs COP
+61.7%
-50.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.7% |
| 7D | +4.3% | +3.4% | +0.9% | +4.8% |
| 30D | +0.5% | -0.6% | +1.1% | +0.4% |
| 3M | -8.6% | +10.8% | -19.4% | -7.1% |
| 6M | -2.3% | +19.6% | -21.9% | +0.8% |
| YTD | +10.1% | +52.9% | -42.8% | +9.3% |
| 1Y | +11.0% | +62.2% | -51.2% | +9.6% |
| All | +11.0% | +61.7% | -50.7% | +9.6% |
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