+609.0%
COST vs RF
+334.5%
+274.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -5.3% | -4.0% | -1.2% | -4.7% |
| 3M | -6.7% | +5.6% | -12.2% | -7.5% |
| 6M | -9.9% | +13.1% | -23.0% | -11.7% |
| YTD | +5.1% | +13.6% | -8.4% | +2.9% |
| 1Y | -7.3% | +16.0% | -23.2% | -9.6% |
| 3Y | +70.4% | +90.2% | -19.8% | +52.4% |
| 5Y | +104.4% | +87.0% | +17.4% | +81.7% |
| 10Y | +609.0% | +338.5% | +270.5% | +438.2% |
| All | +609.0% | +334.5% | +274.5% | +438.2% |
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