+17.1%
COST vs PL
+8.6%
+8.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.5% | -13.3% | +1.6% |
| 7D | +2.5% | +10.9% | -8.4% | +2.8% |
| 30D | +12.8% | -16.4% | +29.1% | +12.6% |
| 3M | +12.7% | -39.9% | +52.6% | +11.8% |
| 6M | +6.0% | -63.2% | +69.2% | +4.9% |
| YTD | +24.4% | -27.1% | +51.5% | +23.1% |
| All | +17.1% | +8.6% | +8.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling