+89.9%
COST vs NXT
+181.9%
-92.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | -3.2% | +2.9% | -6.0% | -3.2% |
| 30D | -4.0% | -17.2% | +13.3% | -3.8% |
| 3M | -6.5% | -32.0% | +25.5% | -6.1% |
| 6M | -8.5% | -15.8% | +7.2% | -8.9% |
| YTD | +6.0% | -1.9% | +7.9% | +5.1% |
| 1Y | -5.8% | +22.5% | -28.3% | -7.4% |
| 3Y | +71.8% | +100.5% | -28.7% | +63.8% |
| All | +89.9% | +181.9% | -92.0% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling