+131.6%
C vs COST
+109.2%
+22.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.2% | -3.2% | +6.3% | +4.1% |
| 30D | +1.3% | -4.0% | +5.3% | +2.4% |
| 3M | +3.1% | -6.5% | +9.6% | +4.8% |
| 6M | +29.6% | -8.5% | +38.2% | +32.2% |
| YTD | +19.0% | +6.0% | +12.9% | +15.1% |
| 1Y | +45.6% | -5.8% | +51.4% | +46.5% |
| 3Y | +269.3% | +71.8% | +197.4% | +203.1% |
| 5Y | +131.6% | +106.2% | +25.3% | +80.4% |
| All | +131.6% | +109.2% | +22.4% | +80.4% |
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