+460.7%
COST vs SPOT
+227.0%
+233.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.7% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -2.8% | +12.5% | -15.3% | -4.3% |
| 3M | -5.7% | +9.9% | -15.6% | -6.9% |
| 6M | -8.8% | +1.6% | -10.3% | -9.5% |
| YTD | +6.7% | -6.6% | +13.3% | +6.6% |
| 1Y | -3.6% | -22.9% | +19.3% | -1.4% |
| 3Y | +75.1% | +244.3% | -169.2% | +43.7% |
| 5Y | +108.9% | +117.8% | -8.9% | +72.4% |
| All | +460.7% | +227.0% | +233.7% | +319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling