+760.1%
COST vs ALB
+32.4%
+727.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +5.0% | -5.8% | +10.8% | +5.6% |
| 30D | +12.8% | -4.5% | +17.3% | +13.2% |
| 3M | +15.2% | -28.1% | +43.3% | +18.6% |
| 6M | +7.4% | -53.2% | +60.6% | +15.1% |
| YTD | +29.0% | -33.3% | +62.4% | +32.0% |
| 1Y | +20.3% | -17.4% | +37.7% | +20.0% |
| 3Y | +99.0% | -14.1% | +113.1% | +89.0% |
| 5Y | +125.7% | -64.0% | +189.7% | +136.0% |
| All | +760.1% | +32.4% | +727.8% | +603.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling