+136.8%
XLP vs COO
+40.2%
+96.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | +8.3% | +13.3% | -4.9% | +5.2% |
| 3M | +8.7% | -18.1% | +26.8% | +13.4% |
| 6M | +11.2% | +6.7% | +4.5% | +8.7% |
| YTD | +20.0% | -23.2% | +43.2% | +26.6% |
| 1Y | +21.3% | -12.3% | +33.6% | +23.7% |
| 3Y | +43.8% | -23.6% | +67.4% | +47.7% |
| 5Y | +43.3% | -38.7% | +82.0% | +54.1% |
| 10Y | +136.8% | +42.2% | +94.6% | +105.3% |
| All | +136.8% | +40.2% | +96.6% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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