+11.9%
COST vs XLP
+24.3%
-12.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | -0.2% |
| 7D | +6.6% | +5.9% | +0.8% | +1.6% |
| 30D | +13.5% | +13.5% | 0.0% | +1.8% |
| 3M | +10.6% | +8.4% | +2.2% | +3.2% |
| 6M | +3.6% | +11.5% | -7.9% | -5.3% |
| YTD | +22.1% | +20.6% | +1.4% | +4.5% |
| 1Y | +11.9% | +24.3% | -12.4% | -5.8% |
| All | +11.9% | +24.3% | -12.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling