+110.2%
COST vs SUI
-32.0%
+142.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.1% | -2.8% | -0.3% | -2.4% |
| 30D | -2.8% | -1.2% | -1.6% | -2.5% |
| 3M | -5.7% | -1.7% | -3.9% | -5.3% |
| 6M | -8.8% | -10.5% | +1.7% | -6.2% |
| YTD | +6.7% | -1.8% | +8.5% | +6.8% |
| 1Y | -3.6% | -4.1% | +0.4% | -3.0% |
| 3Y | +75.1% | +11.3% | +63.8% | +65.4% |
| All | +110.2% | -32.0% | +142.2% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling