+606.1%
COST vs A
+256.4%
+349.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.4% |
| 7D | -1.2% | -2.6% | +1.4% | -0.5% |
| 30D | -4.7% | -0.9% | -3.8% | -4.7% |
| 3M | -7.1% | +13.6% | -20.8% | -10.7% |
| 6M | -8.5% | +27.8% | -36.4% | -15.7% |
| YTD | +5.4% | +8.6% | -3.2% | +1.7% |
| 1Y | -5.6% | +16.9% | -22.5% | -11.4% |
| 3Y | +68.5% | +32.9% | +35.6% | +46.4% |
| 5Y | +105.2% | -14.1% | +119.3% | +104.0% |
| All | +606.1% | +256.4% | +349.7% | +371.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling