+22.4%
XLP vs COO
-9.4%
+31.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +0.7% | +4.7% | -4.0% | 0.0% |
| 30D | +10.3% | +13.9% | -3.6% | +8.2% |
| 3M | +6.5% | -14.9% | +21.5% | +9.3% |
| 6M | +8.4% | +2.0% | +6.4% | +8.2% |
| YTD | +18.2% | -23.9% | +42.1% | +21.7% |
| 1Y | +22.4% | -9.6% | +32.0% | +23.1% |
| All | +22.4% | -9.4% | +31.8% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling