+42.7%
XLP vs COO
-39.4%
+82.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.5% |
| 7D | +3.5% | +5.3% | -1.8% | +2.5% |
| 30D | +11.6% | +12.5% | -1.0% | +9.2% |
| 3M | +7.6% | -15.1% | +22.8% | +10.5% |
| 6M | +10.0% | +3.7% | +6.3% | +8.8% |
| YTD | +19.7% | -22.5% | +42.2% | +24.5% |
| 1Y | +23.5% | -7.8% | +31.3% | +24.2% |
| 3Y | +44.0% | -24.1% | +68.1% | +46.9% |
| 5Y | +42.7% | -40.1% | +82.8% | +51.4% |
| All | +42.7% | -39.4% | +82.1% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling