+104.4%
COST vs B
+154.7%
-50.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -2.8% | +1.0% | -3.8% | -2.9% |
| 30D | -5.3% | +9.5% | -14.8% | -5.8% |
| 3M | -6.7% | +14.3% | -21.0% | -7.6% |
| 6M | -9.9% | -1.9% | -8.1% | -10.0% |
| YTD | +5.1% | +4.1% | +1.0% | +4.3% |
| 1Y | -7.3% | +56.1% | -63.4% | -12.2% |
| 3Y | +70.4% | +202.0% | -131.6% | +47.7% |
| 5Y | +104.4% | +158.8% | -54.4% | +82.1% |
| All | +104.4% | +154.7% | -50.3% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling