+218.5%
COST vs PL
+40.9%
+177.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +5.0% | +10.0% | -5.0% | +4.7% |
| 30D | +12.8% | -2.3% | +15.1% | +12.8% |
| 3M | +15.2% | -44.2% | +59.4% | +16.8% |
| 6M | +7.4% | -66.1% | +73.5% | +10.2% |
| YTD | +29.0% | -30.0% | +59.0% | +28.0% |
| 1Y | +20.3% | +21.0% | -0.7% | +16.4% |
| 3Y | +99.0% | +516.5% | -417.5% | +70.8% |
| 5Y | +125.7% | +32.0% | +93.6% | +103.2% |
| All | +218.5% | +40.9% | +177.6% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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