+42.0%
XLP vs COO
-41.6%
+83.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +0.7% | +4.7% | -4.0% | -0.1% |
| 30D | +10.3% | +13.9% | -3.6% | +7.7% |
| 3M | +6.5% | -14.9% | +21.5% | +9.4% |
| 6M | +8.4% | +2.0% | +6.4% | +7.5% |
| YTD | +18.2% | -23.9% | +42.1% | +23.4% |
| 1Y | +22.4% | -9.6% | +32.0% | +23.6% |
| 3Y | +41.9% | -25.4% | +67.3% | +45.3% |
| All | +42.0% | -41.6% | +83.6% | +52.3% |
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 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