+760.1%
COST vs STM
+470.7%
+289.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +5.0% | +12.0% | -7.0% | +3.4% |
| 30D | +12.8% | -0.4% | +13.2% | +12.4% |
| 3M | +15.2% | -13.2% | +28.4% | +16.5% |
| 6M | +7.4% | -26.1% | +33.5% | +9.2% |
| YTD | +29.0% | +81.2% | -52.1% | +11.5% |
| 1Y | +20.3% | +98.3% | -78.0% | +2.1% |
| 3Y | +99.0% | +16.7% | +82.3% | +79.6% |
| 5Y | +125.7% | -4.8% | +130.5% | +105.9% |
| All | +760.1% | +470.7% | +289.4% | +562.8% |
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