+110.2%
COST vs XLP
+32.7%
+77.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.2% |
| 7D | -3.1% | -1.0% | -2.1% | -2.1% |
| 30D | -2.8% | -0.9% | -1.9% | -1.9% |
| 3M | -5.7% | +3.8% | -9.5% | -9.5% |
| 6M | -8.8% | -1.7% | -7.0% | -7.1% |
| YTD | +6.7% | +10.3% | -3.6% | -4.3% |
| 1Y | -3.6% | +7.8% | -11.4% | -11.5% |
| 3Y | +75.1% | +27.2% | +47.9% | +31.6% |
| All | +110.2% | +32.7% | +77.5% | +56.1% |
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 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