+124.5%
COST vs XLB
+28.0%
+96.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.0% | +0.5% | +4.5% | +4.7% |
| 30D | +12.8% | +5.2% | +7.7% | +10.2% |
| 3M | +15.2% | +0.3% | +14.9% | +14.9% |
| 6M | +7.4% | +1.2% | +6.2% | +6.4% |
| YTD | +29.0% | +16.6% | +12.4% | +18.1% |
| 1Y | +20.3% | +21.4% | -1.2% | +7.7% |
| 3Y | +99.0% | +43.2% | +55.8% | +58.6% |
| All | +124.5% | +28.0% | +96.5% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling