+124.5%
COST vs COMP
-10.9%
+135.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +12.8% | +16.6% | -3.7% | +11.6% |
| 3M | +15.2% | -23.5% | +38.7% | +16.7% |
| 6M | +7.4% | +25.7% | -18.3% | +5.2% |
| YTD | +29.0% | -3.4% | +32.4% | +27.6% |
| 1Y | +20.3% | +7.6% | +12.7% | +18.0% |
| 3Y | +99.0% | +423.6% | -324.6% | +66.8% |
| All | +124.5% | -10.9% | +135.4% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling