+11.9%
COST vs PM
+48.8%
-36.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.3% |
| 7D | +6.6% | +4.3% | +2.4% | +5.6% |
| 30D | +13.5% | +11.5% | +2.0% | +10.7% |
| 3M | +10.6% | +13.0% | -2.5% | +7.4% |
| 6M | +3.6% | +25.9% | -22.3% | -0.7% |
| YTD | +22.1% | +34.0% | -11.9% | +16.0% |
| 1Y | +11.9% | +46.9% | -35.0% | +5.8% |
| All | +11.9% | +48.8% | -36.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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