+313.7%
COST vs ALC
+24.0%
+289.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.5% |
| 7D | -3.1% | -2.1% | -1.0% | -2.6% |
| 30D | -2.8% | -0.1% | -2.7% | -2.8% |
| 3M | -5.7% | +5.9% | -11.6% | -7.2% |
| 6M | -8.8% | -15.9% | +7.2% | -5.2% |
| YTD | +6.7% | -10.1% | +16.8% | +8.8% |
| 1Y | -3.6% | -10.2% | +6.6% | -2.0% |
| 3Y | +75.1% | -13.6% | +88.6% | +76.8% |
| 5Y | +108.9% | -15.1% | +124.0% | +108.2% |
| All | +313.7% | +24.0% | +289.7% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling