+68.1%
COST vs SO
+44.4%
+23.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -2.5% | -2.8% | -4.8% |
| 3M | -6.7% | -4.2% | -2.5% | -5.8% |
| 6M | -9.9% | -7.7% | -2.3% | -8.7% |
| YTD | +5.1% | +3.8% | +1.3% | +4.9% |
| 1Y | -7.3% | +0.1% | -7.3% | -7.0% |
| All | +68.1% | +44.4% | +23.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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