-3.6%
COST vs ALL
+28.3%
-32.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -3.1% | 0.0% | -3.2% | -3.2% |
| 30D | -2.8% | -1.5% | -1.3% | -2.5% |
| 3M | -5.7% | +23.6% | -29.3% | -9.3% |
| 6M | -8.8% | +22.3% | -31.1% | -12.1% |
| YTD | +6.7% | +26.5% | -19.9% | +2.3% |
| 1Y | -3.6% | +27.0% | -30.6% | -8.5% |
| All | -3.6% | +28.3% | -32.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling