+20.3%
COST vs XRT
+12.7%
+7.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | +1.7% | +3.3% | +4.5% |
| 30D | +12.8% | +7.5% | +5.3% | +10.5% |
| 3M | +15.2% | +2.2% | +13.0% | +14.2% |
| 6M | +7.4% | +14.7% | -7.2% | +4.1% |
| YTD | +29.0% | +7.5% | +21.5% | +27.4% |
| 1Y | +20.3% | +14.1% | +6.2% | +16.7% |
| All | +20.3% | +12.7% | +7.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling