+107.7%
COST vs SRE
+45.6%
+62.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -4.7% | -3.0% | -1.7% | -4.2% |
| 3M | -7.1% | -8.3% | +1.2% | -5.4% |
| 6M | -8.5% | -8.9% | +0.4% | -6.7% |
| YTD | +5.4% | -4.3% | +9.7% | +6.1% |
| 1Y | -5.6% | +2.7% | -8.4% | -6.8% |
| 3Y | +68.5% | +28.7% | +39.8% | +49.1% |
| All | +107.7% | +45.6% | +62.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 5y: compounded portfolio wealth divided by compounded SRE 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…
5y analysis · Full analysis span regression · 6 months rolling