+54.9%
XLE vs COST
+72.5%
-17.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | +12.6% | -4.0% | +16.6% | +13.3% |
| 3M | +11.8% | -6.5% | +18.3% | +12.9% |
| 6M | +16.1% | -8.5% | +24.6% | +17.6% |
| YTD | +46.9% | +6.0% | +40.9% | +45.8% |
| 1Y | +53.3% | -5.8% | +59.1% | +54.5% |
| 3Y | +54.9% | +71.8% | -16.9% | +41.2% |
| All | +54.9% | +72.5% | -17.6% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling