+11.9%
COST vs A
+24.4%
-12.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.7% |
| 7D | +6.6% | -2.4% | +9.0% | +6.5% |
| 30D | +13.5% | +3.6% | +9.9% | +13.7% |
| 3M | +10.6% | +27.5% | -16.9% | +11.8% |
| 6M | +3.6% | +58.5% | -54.8% | +5.2% |
| YTD | +22.1% | +31.2% | -9.1% | +23.8% |
| 1Y | +11.9% | +22.2% | -10.3% | +13.3% |
| All | +11.9% | +24.4% | -12.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling