+41.6%
XLE vs COST
+16.7%
+24.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | +4.6% | -11.3% | -7.1% |
| 30D | -4.4% | +12.8% | -17.2% | -6.1% |
| 3M | +4.0% | +12.1% | -8.1% | +2.4% |
| 6M | +13.2% | +6.0% | +7.2% | +13.0% |
| YTD | +41.9% | +24.4% | +17.5% | +38.4% |
| 1Y | +41.6% | +17.1% | +24.5% | +38.4% |
| All | +41.6% | +16.7% | +24.9% | +38.4% |
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