+208.8%
C vs COST
+756.8%
-548.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +4.6% | -5.0% | -2.1% |
| 30D | -5.2% | +12.8% | -17.9% | -9.6% |
| 3M | -9.1% | +12.1% | -21.1% | -13.2% |
| 6M | -1.6% | +6.0% | -7.6% | -4.5% |
| YTD | +6.9% | +24.4% | -17.4% | -3.5% |
| 1Y | +23.0% | +17.1% | +5.8% | +13.7% |
| 3Y | +216.1% | +92.2% | +124.0% | +132.2% |
| 5Y | +112.2% | +122.5% | -10.3% | +42.0% |
| 10Y | +208.8% | +758.9% | -550.1% | +19.1% |
| All | +208.8% | +756.8% | -548.0% | +19.1% |
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