+1,117.4%
XLI vs COP
+1,936.7%
-819.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -1.1% | +3.0% | -4.1% | -2.1% |
| 30D | -5.9% | +17.5% | -23.4% | -11.1% |
| 3M | -0.3% | +13.4% | -13.6% | -5.2% |
| 6M | +0.1% | +17.7% | -17.6% | -6.9% |
| YTD | +13.6% | +46.6% | -33.0% | -2.4% |
| 1Y | +17.2% | +44.6% | -27.4% | +0.6% |
| 3Y | +68.2% | +20.7% | +47.5% | +50.5% |
| 5Y | +80.7% | +185.0% | -104.3% | +12.7% |
| 10Y | +253.3% | +347.0% | -93.7% | +65.2% |
| All | +1,117.4% | +1,936.7% | -819.2% | +243.7% |
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