+95.7%
COST vs ALB
-12.2%
+107.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +2.0% |
| 7D | +3.9% | +1.1% | +2.9% | +3.9% |
| 30D | +13.5% | -2.6% | +16.1% | +13.6% |
| 3M | +15.3% | -25.6% | +40.9% | +16.3% |
| 6M | +9.2% | -54.0% | +63.2% | +11.7% |
| YTD | +26.9% | -31.6% | +58.4% | +27.3% |
| 1Y | +19.7% | -6.6% | +26.3% | +18.4% |
| All | +95.7% | -12.2% | +107.9% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling