+606.1%
COST vs NYT
+489.9%
+116.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -4.7% | +4.6% | -9.3% | -5.4% |
| 3M | -7.1% | -9.6% | +2.5% | -5.8% |
| 6M | -8.5% | -14.0% | +5.5% | -6.7% |
| YTD | +5.4% | -2.8% | +8.2% | +5.1% |
| 1Y | -5.6% | +15.6% | -21.2% | -8.9% |
| 3Y | +68.5% | +56.3% | +12.2% | +52.1% |
| 5Y | +105.2% | +39.5% | +65.7% | +84.9% |
| All | +606.1% | +489.9% | +116.1% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling