+386.0%
COST vs XLC
+145.0%
+241.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | -4.7% | +2.1% | -6.8% | -5.8% |
| 3M | -7.1% | +0.7% | -7.8% | -7.7% |
| 6M | -8.5% | -3.2% | -5.3% | -7.4% |
| YTD | +5.4% | -3.8% | +9.2% | +6.9% |
| 1Y | -5.6% | -2.0% | -3.6% | -5.4% |
| 3Y | +68.5% | +71.4% | -2.9% | +23.5% |
| 5Y | +105.2% | +40.7% | +64.6% | +64.7% |
| All | +386.0% | +145.0% | +241.0% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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