+107.7%
COST vs XLI
+80.9%
+26.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | -1.2% | -1.7% | +0.5% | -0.3% |
| 30D | -4.7% | -7.3% | +2.5% | -0.8% |
| 3M | -7.1% | -1.3% | -5.8% | -6.9% |
| 6M | -8.5% | +2.2% | -10.8% | -10.8% |
| YTD | +5.4% | +11.7% | -6.3% | -3.2% |
| 1Y | -5.6% | +14.3% | -19.9% | -14.9% |
| 3Y | +68.5% | +70.3% | -1.9% | +10.7% |
| All | +107.7% | +80.9% | +26.8% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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