+19,745.1%
COST vs STM
+2,285.7%
+17,459.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -3.1% | +5.8% | -8.9% | -4.2% |
| 30D | -2.8% | -1.0% | -1.8% | -2.8% |
| 3M | -5.7% | -33.3% | +27.6% | 0.0% |
| 6M | -8.8% | +57.4% | -66.1% | -19.5% |
| YTD | +6.7% | +102.2% | -95.5% | -11.0% |
| 1Y | -3.6% | +99.6% | -103.2% | -20.0% |
| 3Y | +75.1% | +14.5% | +60.6% | +56.5% |
| 5Y | +108.9% | +21.4% | +87.5% | +80.3% |
| 10Y | +586.2% | +695.0% | -108.8% | +268.1% |
| All | +19,745.1% | +2,285.7% | +17,459.4% | +7,296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling