+237.8%
COST vs ACI
+25.9%
+211.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -2.8% | +5.9% | -8.7% | -3.7% |
| 3M | -5.7% | -19.8% | +14.1% | -2.7% |
| 6M | -8.8% | -24.7% | +16.0% | -4.9% |
| YTD | +6.7% | -24.4% | +31.1% | +10.9% |
| 1Y | -3.6% | -31.5% | +27.9% | +1.7% |
| 3Y | +75.1% | -38.7% | +113.8% | +87.2% |
| 5Y | +108.9% | -42.8% | +151.7% | +122.3% |
| All | +237.8% | +25.9% | +211.9% | +218.9% |
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