+48.3%
XLE vs COST
-3.4%
+51.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | +2.2% | -3.1% | +5.3% | +2.7% |
| 30D | +11.8% | -2.8% | +14.6% | +12.2% |
| 3M | +9.8% | -5.7% | +15.5% | +10.7% |
| 6M | +15.6% | -8.8% | +24.3% | +17.4% |
| YTD | +45.3% | +6.7% | +38.6% | +47.0% |
| 1Y | +48.3% | -3.6% | +51.9% | +48.3% |
| All | +48.3% | -3.4% | +51.7% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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