+68.0%
COST vs NOC
+28.9%
+39.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -4.4% | -9.4% | +5.0% | -3.6% |
| 3M | -8.1% | -3.8% | -4.2% | -7.8% |
| 6M | -9.2% | -28.8% | +19.5% | -7.0% |
| YTD | +5.1% | -7.9% | +13.0% | +5.9% |
| 1Y | -5.1% | -9.0% | +4.0% | -4.3% |
| All | +68.0% | +28.9% | +39.2% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling