+495.1%
COST vs XLC
+137.2%
+357.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | +5.0% | +3.7% | +1.3% | +3.1% |
| 30D | +12.8% | -1.9% | +14.7% | +13.8% |
| 3M | +15.2% | -3.1% | +18.3% | +16.7% |
| 6M | +7.4% | -6.4% | +13.8% | +10.5% |
| YTD | +29.0% | -6.8% | +35.9% | +32.7% |
| 1Y | +20.3% | -1.7% | +22.0% | +20.1% |
| 3Y | +99.0% | +64.7% | +34.3% | +48.7% |
| 5Y | +125.7% | +41.1% | +84.6% | +80.0% |
| All | +495.1% | +137.2% | +357.9% | +227.7% |
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