+68.0%
COST vs A
+28.1%
+39.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.5% | -4.6% | +2.1% | -2.1% |
| 30D | -4.4% | -4.3% | -0.2% | -4.2% |
| 3M | -8.1% | +8.9% | -17.0% | -8.9% |
| 6M | -9.2% | +24.5% | -33.8% | -11.5% |
| YTD | +5.1% | +5.8% | -0.7% | +4.5% |
| 1Y | -5.1% | +16.2% | -21.3% | -7.2% |
| All | +68.0% | +28.1% | +39.9% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling