+181.3%
XLE vs COST
+600.2%
-418.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | +0.3% | -2.8% | +3.1% | +1.1% |
| 30D | +8.5% | -5.3% | +13.8% | +10.1% |
| 3M | +14.6% | -6.7% | +21.3% | +16.7% |
| 6M | +17.6% | -9.9% | +27.5% | +20.8% |
| YTD | +48.1% | +5.1% | +43.0% | +45.4% |
| 1Y | +53.8% | -7.3% | +61.1% | +56.3% |
| 3Y | +56.2% | +70.4% | -14.2% | +29.4% |
| 5Y | +227.7% | +104.4% | +123.3% | +148.7% |
| 10Y | +181.3% | +609.0% | -427.7% | +41.8% |
| All | +181.3% | +600.2% | -418.9% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling