+749.2%
COST vs ALL
+376.2%
+373.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +14.6% | +12.8% | +1.8% | +10.6% |
| 3M | +15.2% | +4.7% | +10.5% | +13.5% |
| 6M | +7.2% | +24.9% | -17.7% | +0.1% |
| YTD | +27.4% | +30.0% | -2.6% | +17.3% |
| 1Y | +20.2% | +29.9% | -9.7% | +10.6% |
| 3Y | +96.9% | +117.5% | -20.7% | +52.6% |
| 5Y | +122.8% | +161.7% | -38.9% | +59.8% |
| All | +749.2% | +376.2% | +373.0% | +378.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling