+92.2%
COST vs STM
+12.6%
+79.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +4.6% | -7.9% | +12.5% | +4.8% |
| 30D | +12.8% | -14.1% | +26.9% | +13.2% |
| 3M | +12.1% | -17.6% | +29.7% | +12.6% |
| 6M | +6.0% | -24.2% | +30.2% | +5.7% |
| YTD | +24.4% | +73.3% | -48.9% | +14.9% |
| 1Y | +17.1% | +90.1% | -73.0% | +7.1% |
| 3Y | +92.2% | +10.3% | +81.8% | +87.1% |
| All | +92.2% | +12.6% | +79.5% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling