+120.6%
COST vs XLP
+40.8%
+79.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | +0.2% |
| 7D | +4.1% | +0.7% | +3.3% | +3.2% |
| 30D | +12.0% | +10.3% | +1.7% | +0.9% |
| 3M | +11.2% | +6.5% | +4.6% | +3.9% |
| 6M | +6.1% | +8.4% | -2.3% | -2.6% |
| YTD | +22.9% | +18.2% | +4.7% | +2.3% |
| 1Y | +14.7% | +22.4% | -7.7% | -8.2% |
| 3Y | +92.3% | +41.9% | +50.4% | +27.6% |
| All | +120.6% | +40.8% | +79.8% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling