-9.9%
COST vs IT
+1.1%
-11.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.7% |
| 7D | -2.8% | -9.1% | +6.3% | -2.1% |
| 30D | -5.3% | -12.2% | +6.9% | -4.4% |
| 3M | -6.7% | +7.8% | -14.5% | -8.5% |
| 6M | -9.9% | +2.0% | -11.9% | -11.4% |
| All | -9.9% | +1.1% | -11.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 6mo: compounded portfolio wealth divided by compounded IT 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…
6mo analysis · Full analysis span regression · 6 months rolling