+11,601.2%
COST vs SU
+61,601.3%
-50,000.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -1.2% |
| 30D | -4.7% | +8.4% | -13.2% | -4.7% |
| 3M | -7.1% | +12.1% | -19.2% | -7.1% |
| 6M | -8.5% | +19.7% | -28.2% | -8.6% |
| YTD | +5.4% | +58.4% | -53.0% | +5.3% |
| 1Y | -5.6% | +67.2% | -72.9% | -5.7% |
| 3Y | +68.5% | +125.0% | -56.6% | +68.2% |
| 5Y | +105.2% | +355.1% | -249.8% | +104.7% |
| 10Y | +610.7% | +263.7% | +347.0% | +608.5% |
| All | +11,601.2% | +61,601.3% | -50,000.1% | +10,933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling