+92.3%
COST vs COMP
+353.8%
-261.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.7% | -11.9% | -1.4% |
| 7D | +4.1% | +13.4% | -9.4% | +3.7% |
| 30D | +12.0% | +11.1% | +0.9% | +11.6% |
| 3M | +11.2% | -18.8% | +30.0% | +11.7% |
| 6M | +6.1% | +10.5% | -4.4% | +5.5% |
| YTD | +22.9% | -3.4% | +26.3% | +22.6% |
| 1Y | +14.7% | +19.7% | -4.9% | +13.0% |
| 3Y | +92.3% | +381.6% | -289.3% | +70.7% |
| All | +92.3% | +353.8% | -261.5% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling