+104.4%
COST vs ALL
+115.1%
-10.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -5.3% | -5.6% | +0.3% | -4.0% |
| 3M | -6.7% | +17.2% | -23.9% | -10.2% |
| 6M | -9.9% | +23.2% | -33.2% | -14.4% |
| YTD | +5.1% | +23.6% | -18.5% | -0.3% |
| 1Y | -7.3% | +29.2% | -36.5% | -13.2% |
| 3Y | +70.4% | +153.8% | -83.4% | +34.2% |
| 5Y | +104.4% | +116.1% | -11.7% | +68.8% |
| All | +104.4% | +115.1% | -10.7% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling