+179.2%
XLE vs COST
+766.3%
-587.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +5.4% | +5.0% | +0.4% | +4.0% |
| 30D | -3.9% | +12.8% | -16.8% | -7.2% |
| 3M | +7.0% | +15.2% | -8.2% | +2.7% |
| 6M | +14.2% | +7.4% | +6.8% | +11.7% |
| YTD | +48.2% | +29.0% | +19.1% | +37.3% |
| 1Y | +47.7% | +20.3% | +27.4% | +39.5% |
| 3Y | +70.0% | +99.0% | -29.0% | +35.0% |
| 5Y | +169.1% | +125.7% | +43.5% | +100.9% |
| All | +179.2% | +766.3% | -587.1% | +37.1% |
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