+68.1%
COST vs SPOT
+235.3%
-167.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.7% |
| 7D | -2.8% | -6.5% | +3.7% | -2.2% |
| 30D | -5.3% | +2.2% | -7.4% | -5.5% |
| 3M | -6.7% | +5.4% | -12.1% | -7.2% |
| 6M | -9.9% | -4.0% | -5.9% | -9.8% |
| YTD | +5.1% | -9.9% | +15.1% | +6.3% |
| 1Y | -7.3% | -27.3% | +20.0% | -3.5% |
| All | +68.1% | +235.3% | -167.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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