+99.0%
COST vs XLP
+45.4%
+53.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | 0.0% |
| 7D | +5.0% | +2.5% | +2.5% | +2.7% |
| 30D | +12.8% | +7.3% | +5.5% | +5.9% |
| 3M | +15.2% | +8.1% | +7.1% | +7.4% |
| 6M | +7.4% | +10.5% | -3.1% | -1.7% |
| YTD | +29.0% | +21.2% | +7.9% | +8.5% |
| 1Y | +20.3% | +22.7% | -2.4% | 0.0% |
| 3Y | +99.0% | +44.8% | +54.2% | +41.2% |
| All | +99.0% | +45.4% | +53.6% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling