+760.1%
COST vs XLP
+139.1%
+621.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | -0.1% |
| 7D | +5.0% | +2.5% | +2.5% | +2.6% |
| 30D | +12.8% | +7.3% | +5.5% | +5.4% |
| 3M | +15.2% | +8.1% | +7.1% | +6.9% |
| 6M | +7.4% | +10.5% | -3.1% | -2.3% |
| YTD | +29.0% | +21.2% | +7.9% | +7.3% |
| 1Y | +20.3% | +22.7% | -2.4% | -1.2% |
| 3Y | +99.0% | +44.8% | +54.2% | +39.0% |
| 5Y | +125.7% | +44.7% | +80.9% | +60.3% |
| All | +760.1% | +139.1% | +621.0% | +298.7% |
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