+106.1%
COST vs S
-71.9%
+178.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -3.2% | -5.8% | +2.6% | -2.6% |
| 30D | -4.0% | -9.2% | +5.2% | -3.2% |
| 3M | -6.5% | +23.4% | -29.8% | -9.0% |
| 6M | -8.5% | +36.9% | -45.5% | -12.3% |
| YTD | +6.0% | +29.5% | -23.5% | +2.0% |
| 1Y | -5.8% | +5.4% | -11.2% | -7.6% |
| 3Y | +71.8% | +14.7% | +57.1% | +62.8% |
| All | +106.1% | -71.9% | +178.0% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling