+20.7%
XLK vs COP
+61.7%
-41.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | -1.2% |
| 7D | -7.6% | -8.1% | +0.5% | -9.2% |
| 30D | -12.2% | +6.7% | -18.8% | -10.6% |
| 3M | -5.5% | +16.9% | -22.3% | -1.5% |
| 6M | +9.2% | +11.2% | -2.0% | +13.6% |
| YTD | +23.0% | +49.5% | -26.5% | +29.0% |
| 1Y | +20.7% | +60.7% | -40.0% | +25.4% |
| All | +20.7% | +61.7% | -41.0% | +25.4% |
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