+71.8%
COST vs STRL
+531.3%
-459.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.7% |
| 7D | -3.2% | +10.1% | -13.3% | -3.3% |
| 30D | -4.0% | -8.2% | +4.2% | -3.8% |
| 3M | -6.5% | -43.7% | +37.2% | -5.2% |
| 6M | -8.5% | +27.1% | -35.6% | -11.9% |
| YTD | +6.0% | +64.0% | -58.0% | +0.3% |
| 1Y | -5.8% | +75.2% | -81.0% | -12.2% |
| 3Y | +71.8% | +539.9% | -468.1% | +35.3% |
| All | +71.8% | +531.3% | -459.5% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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