+106.2%
COST vs M
+24.8%
+81.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -3.2% | +2.4% | -5.5% | -3.4% |
| 30D | -4.0% | -11.6% | +7.6% | -2.7% |
| 3M | -6.5% | +1.6% | -8.1% | -6.8% |
| 6M | -8.5% | +25.2% | -33.7% | -11.1% |
| YTD | +6.0% | +3.8% | +2.3% | +5.0% |
| 1Y | -5.8% | +36.3% | -42.1% | -9.9% |
| 3Y | +71.8% | +116.3% | -44.5% | +47.9% |
| 5Y | +106.2% | +28.2% | +78.1% | +90.1% |
| All | +106.2% | +24.8% | +81.4% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling