+124.0%
COST vs ALB
-61.7%
+185.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +3.9% | +1.1% | +2.9% | +3.9% |
| 30D | +13.5% | -2.6% | +16.1% | +13.7% |
| 3M | +15.3% | -25.6% | +40.9% | +17.5% |
| 6M | +9.2% | -54.0% | +63.2% | +14.8% |
| YTD | +26.9% | -31.6% | +58.4% | +28.4% |
| 1Y | +19.7% | -6.6% | +26.3% | +17.9% |
| 3Y | +96.0% | -14.0% | +110.0% | +87.3% |
| 5Y | +124.0% | -62.5% | +186.6% | +139.1% |
| All | +124.0% | -61.7% | +185.8% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling