+57.5%
COST vs AS
+125.3%
-67.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | +2.5% | -3.6% | +6.1% | +2.7% |
| 30D | +14.6% | +3.4% | +11.2% | +14.3% |
| 3M | +15.2% | -8.6% | +23.8% | +15.7% |
| 6M | +7.2% | -10.0% | +17.3% | +7.6% |
| YTD | +27.4% | -19.2% | +46.6% | +28.4% |
| 1Y | +20.2% | -3.8% | +24.0% | +19.5% |
| All | +57.5% | +125.3% | -67.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling