+606.1%
COST vs XLB
+163.8%
+442.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -1.2% | -2.8% | +1.6% | +0.1% |
| 30D | -4.7% | -3.1% | -1.6% | -3.4% |
| 3M | -7.1% | -0.2% | -7.0% | -7.2% |
| 6M | -8.5% | +3.1% | -11.6% | -10.3% |
| YTD | +5.4% | +13.3% | -7.9% | -1.3% |
| 1Y | -5.6% | +12.0% | -17.7% | -11.3% |
| 3Y | +68.5% | +31.4% | +37.1% | +45.1% |
| 5Y | +105.2% | +33.9% | +71.3% | +74.5% |
| All | +606.1% | +163.8% | +442.2% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling