+20.3%
COST vs FIG
-55.0%
+75.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.3% |
| 7D | +5.0% | +3.4% | +1.6% | +5.0% |
| 30D | +12.8% | -9.5% | +22.3% | +12.7% |
| 3M | +15.2% | -26.2% | +41.4% | +14.9% |
| 6M | +7.4% | +2.7% | +4.7% | +7.4% |
| YTD | +29.0% | -48.0% | +77.0% | +28.2% |
| 1Y | +20.3% | -52.0% | +72.3% | +18.9% |
| All | +20.3% | -55.0% | +75.3% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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