-3.2%
COST vs FIG
-74.1%
+70.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.8% |
| 7D | -2.8% | -14.5% | +11.7% | -2.7% |
| 30D | -5.3% | -13.3% | +8.0% | -5.3% |
| 3M | -6.7% | +7.4% | -14.1% | -6.8% |
| 6M | -9.9% | -27.8% | +17.8% | -10.3% |
| YTD | +5.1% | -41.1% | +46.2% | +5.6% |
| 1Y | -7.3% | -58.7% | +51.4% | -6.1% |
| All | -3.2% | -74.1% | +70.9% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling