+68.5%
COST vs NTR
+36.8%
+31.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | -4.7% | +16.8% | -21.5% | -5.8% |
| 3M | -7.1% | +20.7% | -27.9% | -8.4% |
| 6M | -8.5% | +0.5% | -9.1% | -8.7% |
| YTD | +5.4% | +29.2% | -23.8% | +3.0% |
| 1Y | -5.6% | +39.6% | -45.2% | -8.4% |
| 3Y | +68.5% | +37.9% | +30.6% | +63.6% |
| All | +68.5% | +36.8% | +31.7% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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