+604.2%
COST vs ALB
+84.6%
+519.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | -2.5% | -7.6% | +5.1% | -1.8% |
| 30D | -4.4% | -5.6% | +1.2% | -4.0% |
| 3M | -8.1% | -16.8% | +8.8% | -6.7% |
| 6M | -9.2% | -26.3% | +17.1% | -7.3% |
| YTD | +5.1% | -13.2% | +18.3% | +4.9% |
| 1Y | -5.1% | +68.8% | -73.9% | -12.6% |
| 3Y | +70.4% | -30.7% | +101.0% | +68.8% |
| 5Y | +104.7% | -46.3% | +151.0% | +104.6% |
| All | +604.2% | +84.6% | +519.6% | +456.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling