+107.7%
COST vs QSR
+40.5%
+67.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.2% | -4.0% | +2.8% | 0.0% |
| 30D | -4.7% | +2.8% | -7.5% | -5.6% |
| 3M | -7.1% | +5.1% | -12.2% | -8.7% |
| 6M | -8.5% | +8.8% | -17.3% | -11.2% |
| YTD | +5.4% | +14.8% | -9.4% | +0.4% |
| 1Y | -5.6% | +25.7% | -31.4% | -13.0% |
| 3Y | +68.5% | +27.5% | +41.0% | +50.5% |
| All | +107.7% | +40.5% | +67.2% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling