+1,163.5%
C vs COST
+11,743.1%
-10,579.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +3.6% | -3.1% | +6.8% | +5.0% |
| 30D | +0.1% | -2.8% | +2.8% | +1.1% |
| 3M | +2.4% | -5.7% | +8.1% | +4.4% |
| 6M | +24.9% | -8.8% | +33.7% | +28.6% |
| YTD | +19.8% | +6.7% | +13.1% | +15.3% |
| 1Y | +44.9% | -3.6% | +48.5% | +45.0% |
| 3Y | +263.0% | +75.1% | +187.9% | +181.5% |
| 5Y | +129.5% | +108.9% | +20.6% | +61.8% |
| 10Y | +291.6% | +586.2% | -294.6% | +67.3% |
| All | +1,163.5% | +11,743.1% | -10,579.5% | +101.2% |
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