+20.3%
COST vs STM
+94.3%
-74.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +5.0% | +12.0% | -7.0% | +5.8% |
| 30D | +12.8% | -0.4% | +13.2% | +13.0% |
| 3M | +15.2% | -13.2% | +28.4% | +14.6% |
| 6M | +7.4% | -26.1% | +33.5% | +6.3% |
| YTD | +29.0% | +81.2% | -52.1% | +25.6% |
| 1Y | +20.3% | +98.3% | -78.0% | +15.6% |
| All | +20.3% | +94.3% | -74.0% | +15.6% |
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