+99.0%
COST vs SPG
+135.6%
-36.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +5.0% | +2.0% | +3.0% | +4.5% |
| 30D | +12.8% | +17.2% | -4.4% | +8.3% |
| 3M | +15.2% | +6.3% | +8.9% | +13.3% |
| 6M | +7.4% | +18.7% | -11.3% | +2.9% |
| YTD | +29.0% | +30.1% | -1.0% | +20.3% |
| 1Y | +20.3% | +32.8% | -12.5% | +11.5% |
| 3Y | +99.0% | +133.6% | -34.6% | +59.8% |
| All | +99.0% | +135.6% | -36.6% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling