+631.3%
COST vs IR
+332.9%
+298.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +5.0% | +2.5% | +2.5% | +4.5% |
| 30D | +12.8% | +9.2% | +3.7% | +11.0% |
| 3M | +15.2% | +0.9% | +14.2% | +14.8% |
| 6M | +7.4% | +19.2% | -11.8% | +3.7% |
| YTD | +29.0% | +7.5% | +21.6% | +26.3% |
| 1Y | +20.3% | +11.7% | +8.5% | +16.8% |
| 3Y | +99.0% | +23.9% | +75.1% | +86.4% |
| 5Y | +125.7% | +46.4% | +79.3% | +101.7% |
| All | +631.3% | +332.9% | +298.4% | +475.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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