+749.2%
COST vs RF
+219.4%
+529.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +14.6% | +5.6% | +9.0% | +13.7% |
| 3M | +15.2% | -8.9% | +24.1% | +16.7% |
| 6M | +7.2% | +7.1% | +0.1% | +6.0% |
| YTD | +27.4% | +8.3% | +19.1% | +25.5% |
| 1Y | +20.2% | +16.8% | +3.4% | +17.0% |
| 3Y | +96.9% | +115.0% | -18.1% | +73.0% |
| 5Y | +122.8% | +46.4% | +76.4% | +104.7% |
| All | +749.2% | +219.4% | +529.8% | +606.4% |
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