+760.1%
COST vs RF
+223.4%
+536.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +5.0% | +1.9% | +3.1% | +4.7% |
| 30D | +12.8% | +7.3% | +5.5% | +11.7% |
| 3M | +15.2% | -7.9% | +23.1% | +16.5% |
| 6M | +7.4% | +10.5% | -3.1% | +5.7% |
| YTD | +29.0% | +9.6% | +19.4% | +26.9% |
| 1Y | +20.3% | +20.3% | 0.0% | +16.6% |
| 3Y | +99.0% | +119.5% | -20.5% | +74.4% |
| 5Y | +125.7% | +48.2% | +77.5% | +107.0% |
| All | +760.1% | +223.4% | +536.8% | +614.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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