+308.7%
COST vs ALC
+16.1%
+292.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | -1.2% | -6.3% | +5.1% | +0.4% |
| 30D | -4.7% | -10.3% | +5.5% | -2.1% |
| 3M | -7.1% | -0.7% | -6.4% | -7.1% |
| 6M | -8.5% | -17.8% | +9.3% | -4.4% |
| YTD | +5.4% | -15.8% | +21.2% | +9.2% |
| 1Y | -5.6% | -16.7% | +11.1% | -2.1% |
| 3Y | +68.5% | -19.7% | +88.2% | +73.5% |
| 5Y | +105.2% | -19.8% | +125.0% | +107.5% |
| All | +308.7% | +16.1% | +292.6% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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