+99.0%
COST vs FITB
+144.0%
-45.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +5.0% | +2.8% | +2.2% | +4.6% |
| 30D | +12.8% | +9.8% | +3.0% | +11.5% |
| 3M | +15.2% | -5.2% | +20.3% | +15.9% |
| 6M | +7.4% | +17.3% | -9.9% | +4.9% |
| YTD | +29.0% | +19.3% | +9.7% | +25.3% |
| 1Y | +20.3% | +32.7% | -12.4% | +14.8% |
| 3Y | +99.0% | +141.6% | -42.6% | +80.7% |
| All | +99.0% | +144.0% | -45.0% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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