+11.9%
COST vs STM
+92.4%
-80.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.1% | +8.7% | +2.3% |
| 7D | +6.6% | -6.0% | +12.7% | +6.2% |
| 30D | +13.5% | -20.9% | +34.4% | +12.2% |
| 3M | +10.6% | -15.8% | +26.3% | +9.8% |
| 6M | +3.6% | -17.0% | +20.7% | +2.2% |
| YTD | +22.1% | +76.8% | -54.7% | +18.6% |
| 1Y | +11.9% | +96.5% | -84.6% | +7.4% |
| All | +11.9% | +92.4% | -80.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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