+1,027.9%
C vs COST
+13,708.5%
-12,680.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +4.6% | -5.0% | -2.2% |
| 30D | -5.2% | +12.8% | -17.9% | -9.8% |
| 3M | -9.1% | +12.1% | -21.1% | -13.4% |
| 6M | -1.6% | +6.0% | -7.6% | -4.7% |
| YTD | +6.9% | +24.4% | -17.4% | -3.4% |
| 1Y | +23.0% | +17.1% | +5.8% | +13.7% |
| 3Y | +216.1% | +92.2% | +124.0% | +135.9% |
| 5Y | +112.2% | +122.5% | -10.3% | +46.1% |
| 10Y | +208.8% | +758.9% | -550.1% | +20.3% |
| All | +1,027.9% | +13,708.5% | -12,680.6% | +68.5% |
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