+384.9%
COST vs XLC
+141.1%
+243.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.1% |
| 30D | -5.3% | -0.9% | -4.4% | -4.8% |
| 3M | -6.7% | -0.3% | -6.3% | -6.8% |
| 6M | -9.9% | -5.2% | -4.8% | -7.8% |
| YTD | +5.1% | -5.3% | +10.4% | +7.5% |
| 1Y | -7.3% | -2.8% | -4.5% | -6.7% |
| 3Y | +70.4% | +71.2% | -0.8% | +24.9% |
| 5Y | +104.4% | +37.6% | +66.8% | +66.0% |
| All | +384.9% | +141.1% | +243.7% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling