+88.3%
COST vs NXT
+168.4%
-80.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -2.5% | -2.6% | +0.1% | -2.5% |
| 30D | -4.4% | -22.4% | +18.0% | -4.3% |
| 3M | -8.1% | -27.3% | +19.2% | -7.9% |
| 6M | -9.2% | -28.5% | +19.2% | -9.3% |
| YTD | +5.1% | -6.6% | +11.7% | +4.2% |
| 1Y | -5.1% | +20.4% | -25.4% | -6.7% |
| 3Y | +70.4% | +90.9% | -20.6% | +62.5% |
| All | +88.3% | +168.4% | -80.1% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling