+106.2%
COST vs ALK
-28.9%
+135.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.0% | -18.5% | +14.5% | -2.0% |
| 3M | -6.5% | -3.6% | -2.9% | -6.7% |
| 6M | -8.5% | -3.7% | -4.8% | -9.2% |
| YTD | +6.0% | -19.0% | +25.0% | +7.3% |
| 1Y | -5.8% | -36.0% | +30.2% | -1.6% |
| 3Y | +71.8% | +2.3% | +69.5% | +61.1% |
| 5Y | +106.2% | -27.8% | +134.0% | +100.3% |
| All | +106.2% | -28.9% | +135.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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