+606.1%
COST vs NOC
+192.5%
+413.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -4.7% | -9.7% | +5.0% | -2.6% |
| 3M | -7.1% | -5.6% | -1.5% | -6.0% |
| 6M | -8.5% | -28.6% | +20.0% | -1.8% |
| YTD | +5.4% | -7.9% | +13.3% | +6.6% |
| 1Y | -5.6% | -9.5% | +3.9% | -4.3% |
| 3Y | +68.5% | +28.4% | +40.1% | +54.0% |
| 5Y | +105.2% | +59.0% | +46.3% | +72.8% |
| All | +606.1% | +192.5% | +413.6% | +413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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