+437.2%
COST vs NTR
+98.7%
+338.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.3% |
| 7D | -2.5% | -2.5% | 0.0% | -2.2% |
| 30D | -4.4% | +17.0% | -21.5% | -6.6% |
| 3M | -8.1% | +22.2% | -30.3% | -10.8% |
| 6M | -9.2% | +5.2% | -14.4% | -10.3% |
| YTD | +5.1% | +29.7% | -24.6% | +0.5% |
| 1Y | -5.1% | +39.4% | -44.5% | -10.4% |
| 3Y | +70.4% | +38.2% | +32.2% | +59.3% |
| 5Y | +104.7% | +47.6% | +57.1% | +84.2% |
| All | +437.2% | +98.7% | +338.5% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling