+92.3%
COST vs RF
+104.8%
-12.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +4.1% | -0.9% | +5.0% | +4.2% |
| 30D | +12.0% | +6.0% | +5.9% | +11.3% |
| 3M | +11.2% | -8.9% | +20.1% | +12.2% |
| 6M | +6.1% | +2.3% | +3.8% | +5.8% |
| YTD | +22.9% | +7.6% | +15.3% | +21.5% |
| 1Y | +14.7% | +21.2% | -6.4% | +11.6% |
| 3Y | +92.3% | +108.5% | -16.2% | +76.5% |
| All | +92.3% | +104.8% | -12.5% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling