+1,075.2%
XLI vs COP
+1,956.8%
-881.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -1.5% | -6.1% | +4.6% | +0.5% |
| 30D | -0.3% | +1.1% | -1.4% | -1.0% |
| 3M | -8.4% | +10.9% | -19.3% | -12.1% |
| 6M | -2.1% | +20.8% | -22.8% | -9.5% |
| YTD | +9.6% | +48.0% | -38.4% | -6.6% |
| 1Y | +10.7% | +58.5% | -47.8% | -8.2% |
| 3Y | +71.6% | +28.1% | +43.4% | +49.9% |
| 5Y | +70.8% | +120.5% | -49.7% | +16.9% |
| 10Y | +228.0% | +310.1% | -82.2% | +58.6% |
| All | +1,075.2% | +1,956.8% | -881.7% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling