+11.9%
COST vs NEM
+50.9%
-39.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.2% | +2.9% |
| 7D | +6.6% | +3.7% | +3.0% | +6.7% |
| 30D | +13.5% | +2.0% | +11.5% | +13.4% |
| 3M | +10.6% | +21.1% | -10.5% | +11.0% |
| 6M | +3.6% | +9.5% | -5.9% | +4.1% |
| YTD | +22.1% | +19.1% | +3.0% | +22.6% |
| 1Y | +11.9% | +51.1% | -39.2% | +13.6% |
| All | +11.9% | +50.9% | -39.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling