+214.9%
COST vs COMP
-52.0%
+266.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.7% | -11.9% | -1.7% |
| 7D | +4.1% | +13.4% | -9.4% | +3.3% |
| 30D | +12.0% | +11.1% | +0.9% | +11.1% |
| 3M | +11.2% | -18.8% | +30.0% | +12.2% |
| 6M | +6.1% | +10.5% | -4.4% | +4.8% |
| YTD | +22.9% | -3.4% | +26.3% | +21.7% |
| 1Y | +14.7% | +19.7% | -4.9% | +11.8% |
| 3Y | +92.3% | +381.6% | -289.3% | +64.3% |
| 5Y | +116.6% | -17.6% | +134.2% | +94.9% |
| All | +214.9% | -52.0% | +266.9% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling