+42.8%
XLP vs COO
-40.8%
+83.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | +0.1% | +4.3% | -4.2% | -0.7% |
| 30D | +8.9% | +17.6% | -8.6% | +5.8% |
| 3M | +7.5% | -13.9% | +21.4% | +10.1% |
| 6M | +9.4% | +6.6% | +2.9% | +7.7% |
| YTD | +19.3% | -22.0% | +41.3% | +23.9% |
| 1Y | +21.7% | -8.8% | +30.5% | +22.7% |
| 3Y | +44.0% | -21.5% | +65.4% | +45.8% |
| 5Y | +42.8% | -41.0% | +83.8% | +52.3% |
| All | +42.8% | -40.8% | +83.5% | +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