-5.1%
COST vs EW
+8.2%
-13.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -4.4% | -7.4% | +2.9% | -4.0% |
| 3M | -8.1% | +0.9% | -9.0% | -7.8% |
| 6M | -9.2% | +1.2% | -10.4% | -9.3% |
| YTD | +5.1% | +1.8% | +3.3% | +5.4% |
| 1Y | -5.1% | +10.8% | -15.9% | -6.0% |
| All | -5.1% | +8.2% | -13.3% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling