-5.1%
COST vs SPG
+19.7%
-24.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.5% | -2.2% | -0.3% | -2.1% |
| 30D | -4.4% | -5.8% | +1.3% | -3.5% |
| 3M | -8.1% | -2.8% | -5.3% | -7.3% |
| 6M | -9.2% | +8.9% | -18.1% | -9.5% |
| YTD | +5.1% | +14.3% | -9.2% | +3.7% |
| 1Y | -5.1% | +19.5% | -24.6% | -7.6% |
| All | -5.1% | +19.7% | -24.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling