+197.5%
COST vs U
-44.5%
+242.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -3.1% | -3.8% | +0.7% | -2.9% |
| 30D | -2.8% | +17.5% | -20.2% | -3.9% |
| 3M | -5.7% | +38.7% | -44.4% | -8.0% |
| 6M | -8.8% | +104.4% | -113.2% | -13.8% |
| YTD | +6.7% | -5.7% | +12.3% | +5.9% |
| 1Y | -3.6% | +3.7% | -7.3% | -5.6% |
| 3Y | +75.1% | +12.3% | +62.8% | +65.1% |
| 5Y | +108.9% | -68.8% | +177.7% | +104.2% |
| All | +197.5% | -44.5% | +242.0% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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