-8.8%
COST vs SO
-8.0%
-0.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | -2.8% | -4.6% | +1.8% | -0.8% |
| 3M | -5.7% | -3.0% | -2.6% | -4.1% |
| 6M | -8.8% | -8.3% | -0.5% | -4.7% |
| All | -8.8% | -8.0% | -0.7% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling