+1,025.2%
C vs COST
+13,709.1%
-12,683.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.0% |
| 7D | -0.9% | +2.5% | -3.4% | -1.9% |
| 30D | -5.4% | +12.8% | -18.2% | -10.0% |
| 3M | -9.2% | +12.7% | -21.8% | -13.6% |
| 6M | -1.8% | +6.0% | -7.8% | -4.9% |
| YTD | +6.7% | +24.4% | -17.7% | -3.7% |
| 1Y | +23.5% | +16.2% | +7.3% | +14.5% |
| 3Y | +219.8% | +96.9% | +122.9% | +136.3% |
| 5Y | +112.4% | +121.1% | -8.7% | +46.5% |
| 10Y | +220.1% | +758.4% | -538.3% | +24.7% |
| All | +1,025.2% | +13,709.1% | -12,683.9% | +68.0% |
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