+68.1%
COST vs FITB
+128.2%
-60.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -5.3% | -5.1% | -0.1% | -4.6% |
| 3M | -6.7% | +3.5% | -10.2% | -7.2% |
| 6M | -9.9% | +17.2% | -27.2% | -12.1% |
| YTD | +5.1% | +17.6% | -12.5% | +2.3% |
| 1Y | -7.3% | +23.4% | -30.6% | -10.6% |
| All | +68.1% | +128.2% | -60.1% | +47.1% |
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