+34.1%
XLP vs COO
-38.8%
+72.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -0.9% | -7.0% | +6.1% | +0.4% |
| 3M | +3.8% | +12.2% | -8.4% | +1.5% |
| 6M | -1.7% | -15.1% | +13.4% | +1.0% |
| YTD | +10.3% | -15.1% | +25.3% | +13.2% |
| 1Y | +7.8% | +2.3% | +5.5% | +6.6% |
| 3Y | +27.2% | -23.7% | +50.9% | +30.8% |
| All | +34.1% | -38.8% | +72.8% | +42.2% |
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