+303.4%
COST vs ACI
+33.9%
+269.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +14.6% | +4.9% | +9.7% | +13.6% |
| 3M | +15.2% | +11.1% | +4.1% | +13.0% |
| 6M | +7.2% | -14.9% | +22.1% | +9.3% |
| YTD | +27.4% | -19.6% | +47.0% | +30.9% |
| 1Y | +20.2% | -22.7% | +42.9% | +24.3% |
| 3Y | +96.9% | -31.2% | +128.1% | +106.1% |
| 5Y | +122.8% | -42.3% | +165.2% | +135.6% |
| All | +303.4% | +33.9% | +269.6% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling