+51.9%
COST vs AS
+134.9%
-83.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +4.1% | +6.9% | -2.9% | +3.6% |
| 30D | +12.0% | +16.0% | -4.0% | +10.9% |
| 3M | +11.2% | -12.8% | +24.0% | +11.9% |
| 6M | +6.1% | -15.4% | +21.5% | +6.9% |
| YTD | +22.9% | -15.7% | +38.6% | +23.6% |
| 1Y | +14.7% | +6.1% | +8.7% | +13.2% |
| All | +51.9% | +134.9% | -83.0% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling