-3.6%
COST vs SU
+70.8%
-74.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -3.1% | +2.9% | -6.0% | -3.3% |
| 30D | -2.8% | +7.2% | -10.0% | -3.3% |
| 3M | -5.7% | +2.8% | -8.5% | -6.4% |
| 6M | -8.8% | +18.2% | -27.0% | -8.3% |
| YTD | +6.7% | +54.0% | -47.3% | +9.5% |
| 1Y | -3.6% | +70.1% | -73.8% | 0.0% |
| All | -3.6% | +70.8% | -74.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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