+96.5%
COST vs EW
+60.7%
+35.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | +4.9% | -2.4% | +1.8% |
| 30D | +14.6% | +24.1% | -9.5% | +11.3% |
| 3M | +15.2% | +13.7% | +1.5% | +13.1% |
| 6M | +7.2% | +32.7% | -25.5% | +3.1% |
| YTD | +27.4% | +24.1% | +3.3% | +23.4% |
| 1Y | +20.2% | +23.6% | -3.4% | +16.5% |
| All | +96.5% | +60.7% | +35.8% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling