+226.5%
COST vs COMP
-52.8%
+279.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.5% |
| 7D | +2.5% | +8.9% | -6.4% | +1.9% |
| 30D | +14.6% | +14.0% | +0.6% | +13.6% |
| 3M | +15.2% | -21.1% | +36.3% | +16.4% |
| 6M | +7.2% | +20.1% | -12.9% | +5.4% |
| YTD | +27.4% | -5.0% | +32.4% | +26.2% |
| 1Y | +20.2% | +5.7% | +14.5% | +18.1% |
| 3Y | +96.9% | +412.2% | -315.4% | +67.3% |
| 5Y | +122.8% | -12.1% | +134.9% | +100.6% |
| All | +226.5% | -52.8% | +279.2% | +189.5% |
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