+104.7%
COST vs XLB
+32.8%
+71.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -2.5% | -3.5% | +1.0% | -0.9% |
| 30D | -4.4% | -4.7% | +0.2% | -2.4% |
| 3M | -8.1% | +2.7% | -10.8% | -9.5% |
| 6M | -9.2% | +2.6% | -11.8% | -11.0% |
| YTD | +5.1% | +12.8% | -7.7% | -2.2% |
| 1Y | -5.1% | +14.0% | -19.0% | -12.2% |
| 3Y | +70.4% | +31.5% | +38.9% | +42.8% |
| 5Y | +104.7% | +33.4% | +71.3% | +73.4% |
| All | +104.7% | +32.8% | +71.9% | +73.4% |
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