+83.1%
COST vs SMR
+11.2%
+71.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +15.3% | -15.9% | -0.7% |
| 7D | -3.2% | +21.4% | -24.6% | -3.3% |
| 30D | -4.0% | +13.8% | -17.8% | -4.1% |
| 3M | -6.5% | +3.9% | -10.4% | -6.5% |
| 6M | -8.5% | -4.2% | -4.3% | -8.7% |
| YTD | +6.0% | -21.1% | +27.1% | +6.0% |
| 1Y | -5.8% | -67.1% | +61.3% | -4.7% |
| 3Y | +71.8% | +88.9% | -17.0% | +66.4% |
| All | +83.1% | +11.2% | +71.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 all: compounded portfolio wealth divided by compounded SMR 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…
all analysis · Full analysis span regression · 6 months rolling