+225.7%
XLE vs COST
+109.2%
+116.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.6% |
| 30D | +12.6% | -4.0% | +16.6% | +13.5% |
| 3M | +11.8% | -6.5% | +18.3% | +13.2% |
| 6M | +16.1% | -8.5% | +24.6% | +17.9% |
| YTD | +46.9% | +6.0% | +40.9% | +45.1% |
| 1Y | +53.3% | -5.8% | +59.1% | +54.6% |
| 3Y | +54.9% | +71.8% | -16.9% | +36.9% |
| 5Y | +225.7% | +106.2% | +119.5% | +188.3% |
| All | +225.7% | +109.2% | +116.5% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling