+69.5%
COST vs ACI
-43.7%
+113.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | -3.2% | -2.6% | -0.6% | -2.8% |
| 30D | -4.0% | +1.1% | -5.1% | -4.1% |
| 3M | -6.5% | -23.6% | +17.2% | -2.6% |
| 6M | -8.5% | -29.9% | +21.4% | -3.4% |
| YTD | +6.0% | -26.9% | +32.9% | +11.0% |
| 1Y | -5.8% | -34.2% | +28.4% | +0.2% |
| All | +69.5% | -43.7% | +113.2% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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