+609.0%
COST vs STM
+656.4%
-47.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.8% | +1.7% | -4.4% | -3.0% |
| 30D | -5.3% | -5.2% | -0.1% | -4.7% |
| 3M | -6.7% | -29.6% | +22.9% | -3.1% |
| 6M | -9.9% | +54.4% | -64.3% | -18.6% |
| YTD | +5.1% | +99.5% | -94.4% | -9.7% |
| 1Y | -7.3% | +100.8% | -108.0% | -20.9% |
| 3Y | +70.4% | +20.2% | +50.2% | +54.8% |
| 5Y | +104.4% | +21.1% | +83.3% | +80.7% |
| 10Y | +609.0% | +664.5% | -55.5% | +379.2% |
| All | +609.0% | +656.4% | -47.4% | +379.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling