-2.4%
COST vs FIG
-73.2%
+70.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | -0.6% |
| 7D | -3.2% | -16.4% | +13.2% | -3.1% |
| 30D | -4.0% | -2.3% | -1.7% | -4.0% |
| 3M | -6.5% | +7.8% | -14.3% | -6.7% |
| 6M | -8.5% | -21.8% | +13.3% | -8.9% |
| YTD | +6.0% | -39.1% | +45.1% | +6.5% |
| 1Y | -5.8% | -56.6% | +50.8% | -4.7% |
| All | -2.4% | -73.2% | +70.8% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling