-5.6%
COST vs SPXU
-36.3%
+30.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | -1.2% | +2.5% | -3.7% | -1.3% |
| 30D | -4.7% | +4.2% | -8.9% | -4.9% |
| 3M | -7.1% | -9.3% | +2.1% | -6.7% |
| 6M | -8.5% | -30.7% | +22.2% | -8.3% |
| YTD | +5.4% | -28.1% | +33.5% | +5.6% |
| 1Y | -5.6% | -35.2% | +29.6% | -3.5% |
| All | -5.6% | -36.3% | +30.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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