+104.8%
COST vs A
-15.6%
+120.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -2.8% | -4.4% | +1.6% | -1.9% |
| 30D | -5.3% | -2.7% | -2.6% | -4.9% |
| 3M | -6.7% | +7.0% | -13.7% | -8.3% |
| 6M | -9.9% | +24.6% | -34.6% | -15.1% |
| YTD | +5.1% | +7.0% | -1.9% | +2.8% |
| 1Y | -7.3% | +15.6% | -22.9% | -11.7% |
| 3Y | +70.4% | +29.9% | +40.5% | +50.5% |
| All | +104.8% | -15.6% | +120.4% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling