+110.2%
COST vs COMP
-31.2%
+141.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.2% |
| 30D | -2.8% | -13.3% | +10.5% | -2.0% |
| 3M | -5.7% | +41.1% | -46.8% | -7.9% |
| 6M | -8.8% | +17.2% | -25.9% | -10.4% |
| YTD | +6.7% | +5.2% | +1.5% | +5.2% |
| 1Y | -3.6% | +18.9% | -22.6% | -6.0% |
| 3Y | +75.1% | +215.9% | -140.8% | +53.7% |
| All | +110.2% | -31.2% | +141.4% | +87.0% |
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