+218.7%
COST vs COMP
-49.2%
+267.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.9% |
| 7D | +2.5% | +14.5% | -12.1% | +1.6% |
| 30D | +12.8% | +14.9% | -2.1% | +11.7% |
| 3M | +12.7% | -14.2% | +26.9% | +13.4% |
| 6M | +6.0% | +23.7% | -17.7% | +4.0% |
| YTD | +24.4% | +2.1% | +22.3% | +22.7% |
| 1Y | +16.2% | +26.2% | -10.0% | +12.9% |
| 3Y | +96.9% | +470.9% | -374.0% | +66.2% |
| 5Y | +121.1% | -14.0% | +135.2% | +98.3% |
| All | +218.7% | -49.2% | +267.9% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling