-5.8%
COST vs PL
+131.1%
-136.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -3.2% | -7.5% | +4.4% | -3.3% |
| 30D | -4.0% | -25.6% | +21.6% | -4.3% |
| 3M | -6.5% | -45.6% | +39.1% | -6.9% |
| 6M | -8.5% | -29.5% | +21.0% | -9.3% |
| YTD | +6.0% | -9.7% | +15.7% | +4.7% |
| 1Y | -5.8% | +84.4% | -90.2% | -7.8% |
| All | -5.8% | +131.1% | -136.9% | -7.8% |
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