+988.3%
XLE vs COST
+4,776.2%
-3,787.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -12.0% | +4.1% | -16.1% | -13.0% |
| 30D | -2.7% | +12.0% | -14.7% | -5.7% |
| 3M | +6.6% | +11.2% | -4.6% | +3.4% |
| 6M | +9.5% | +6.1% | +3.4% | +7.5% |
| YTD | +40.6% | +22.9% | +17.7% | +32.5% |
| 1Y | +43.6% | +14.7% | +28.9% | +37.7% |
| 3Y | +58.1% | +92.3% | -34.2% | +30.5% |
| 5Y | +152.2% | +116.6% | +35.6% | +98.6% |
| 10Y | +172.9% | +775.4% | -602.5% | +46.4% |
| All | +988.3% | +4,776.2% | -3,787.9% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling