+20.3%
COST vs EXC
+3.6%
+16.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +5.0% | +1.4% | +3.6% | +4.5% |
| 30D | +12.8% | +8.6% | +4.2% | +10.1% |
| 3M | +15.2% | +2.4% | +12.8% | +14.2% |
| 6M | +7.4% | +6.5% | +0.9% | +5.7% |
| YTD | +29.0% | +9.0% | +20.0% | +27.6% |
| 1Y | +20.3% | +4.6% | +15.7% | +19.8% |
| All | +20.3% | +3.6% | +16.7% | +19.8% |
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