+604.4%
COST vs M
-5.5%
+609.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.5% |
| 7D | -2.8% | -4.1% | +1.3% | -2.5% |
| 30D | -5.3% | -13.6% | +8.4% | -4.1% |
| 3M | -6.7% | -2.3% | -4.4% | -6.6% |
| 6M | -9.9% | +21.9% | -31.9% | -11.7% |
| YTD | +5.1% | -0.6% | +5.7% | +4.7% |
| 1Y | -7.3% | +29.7% | -37.0% | -9.9% |
| 3Y | +70.4% | +107.3% | -36.9% | +55.3% |
| 5Y | +104.4% | +20.5% | +83.9% | +92.1% |
| All | +604.4% | -5.5% | +609.9% | +539.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling