-5.1%
COST vs EXC
+5.2%
-10.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -5.3% | -0.9% | -4.4% | -5.1% |
| 3M | -6.7% | -2.7% | -4.0% | -5.8% |
| 6M | -9.9% | -9.4% | -0.6% | -7.4% |
| YTD | +5.1% | +3.0% | +2.1% | +5.3% |
| All | -5.1% | +5.2% | -10.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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