+68.5%
COST vs XLU
+47.0%
+21.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -4.7% | -3.3% | -1.4% | -4.0% |
| 3M | -7.1% | -3.2% | -4.0% | -6.4% |
| 6M | -8.5% | -7.0% | -1.6% | -7.0% |
| YTD | +5.4% | +0.6% | +4.8% | +5.2% |
| 1Y | -5.6% | +2.4% | -8.1% | -6.2% |
| 3Y | +68.5% | +46.3% | +22.2% | +56.5% |
| All | +68.5% | +47.0% | +21.5% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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