+566.3%
XLP vs COO
+3,066.5%
-2,500.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +2.5% |
| 7D | +5.9% | +8.4% | -2.6% | +4.6% |
| 30D | +13.5% | +13.5% | 0.0% | +11.3% |
| 3M | +8.4% | -13.8% | +22.2% | +10.5% |
| 6M | +11.5% | +4.7% | +6.8% | +10.3% |
| YTD | +20.6% | -21.4% | +42.0% | +24.4% |
| 1Y | +24.3% | -6.7% | +31.1% | +24.8% |
| 3Y | +45.1% | -23.0% | +68.1% | +48.0% |
| 5Y | +44.6% | -38.7% | +83.3% | +51.3% |
| 10Y | +133.1% | +46.8% | +86.3% | +114.2% |
| All | +566.3% | +3,066.5% | -2,500.2% | +316.4% |
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 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