+508.9%
XLP vs COO
+3,320.6%
-2,811.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.7% |
| 30D | -0.9% | -7.0% | +6.1% | +0.2% |
| 3M | +3.8% | +12.2% | -8.4% | +1.9% |
| 6M | -1.7% | -15.1% | +13.4% | +0.5% |
| YTD | +10.3% | -15.1% | +25.3% | +12.7% |
| 1Y | +7.8% | +2.3% | +5.5% | +6.9% |
| 3Y | +27.2% | -23.7% | +50.9% | +30.2% |
| 5Y | +32.5% | -38.9% | +71.5% | +39.0% |
| 10Y | +101.8% | +49.9% | +51.9% | +85.1% |
| All | +508.9% | +3,320.6% | -2,811.7% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling