+74.9%
COST vs RF
+86.8%
-11.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -3.1% | +1.3% | -4.5% | -3.3% |
| 30D | -2.8% | -3.6% | +0.8% | -2.4% |
| 3M | -5.7% | +8.1% | -13.8% | -6.5% |
| 6M | -8.8% | +11.5% | -20.2% | -9.9% |
| YTD | +6.7% | +15.6% | -8.9% | +4.6% |
| 1Y | -3.6% | +15.7% | -19.3% | -5.7% |
| All | +74.9% | +86.8% | -11.9% | +59.3% |
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