+71.8%
COST vs STM
+20.8%
+51.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -3.2% | +5.2% | -8.4% | -3.4% |
| 30D | -4.0% | -7.4% | +3.4% | -3.7% |
| 3M | -6.5% | -30.6% | +24.2% | -5.1% |
| 6M | -8.5% | +66.4% | -74.9% | -13.9% |
| YTD | +6.0% | +101.1% | -95.1% | -2.4% |
| 1Y | -5.8% | +97.4% | -103.2% | -13.4% |
| 3Y | +71.8% | +21.1% | +50.7% | +67.4% |
| All | +71.8% | +20.8% | +51.0% | +67.4% |
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 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