+758.4%
COST vs XLP
+130.4%
+628.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +12.8% | +8.9% | +3.8% | +3.9% |
| 3M | +12.7% | +7.5% | +5.2% | +5.2% |
| 6M | +6.0% | +9.4% | -3.4% | -2.7% |
| YTD | +24.4% | +19.3% | +5.1% | +5.0% |
| 1Y | +16.2% | +21.7% | -5.5% | -3.8% |
| 3Y | +96.9% | +44.0% | +52.9% | +38.5% |
| 5Y | +121.1% | +42.8% | +78.4% | +59.4% |
| 10Y | +758.4% | +128.8% | +629.6% | +319.1% |
| All | +758.4% | +130.4% | +628.1% | +319.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling