+96.9%
COST vs B
+196.2%
-99.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +1.1% |
| 7D | +2.5% | +11.3% | -8.9% | +2.1% |
| 30D | +12.8% | +2.9% | +9.8% | +12.6% |
| 3M | +12.7% | -2.9% | +15.5% | +12.6% |
| 6M | +6.0% | -1.2% | +7.2% | +6.0% |
| YTD | +24.4% | -1.3% | +25.7% | +23.9% |
| 1Y | +16.2% | +30.4% | -14.2% | +13.1% |
| 3Y | +96.9% | +195.3% | -98.4% | +73.2% |
| All | +96.9% | +196.2% | -99.4% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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