+294.7%
C vs COST
+600.2%
-305.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +2.6% | -2.8% | +5.4% | +3.7% |
| 30D | +1.9% | -5.3% | +7.2% | +4.0% |
| 3M | +2.8% | -6.7% | +9.5% | +5.2% |
| 6M | +30.6% | -9.9% | +40.5% | +35.0% |
| YTD | +19.9% | +5.1% | +14.7% | +15.6% |
| 1Y | +44.6% | -7.3% | +51.9% | +46.8% |
| 3Y | +272.1% | +70.4% | +201.7% | +185.4% |
| 5Y | +132.0% | +104.4% | +27.6% | +58.3% |
| 10Y | +294.7% | +609.0% | -314.3% | +54.3% |
| All | +294.7% | +600.2% | -305.6% | +54.3% |
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 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