+20.2%
COST vs URA
-29.1%
+49.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.2% |
| 7D | +2.5% | +4.5% | -2.0% | +2.9% |
| 30D | +14.6% | -13.4% | +28.0% | +13.6% |
| 3M | +15.2% | -28.4% | +43.6% | +13.1% |
| 6M | +7.2% | -40.5% | +47.7% | +5.3% |
| YTD | +27.4% | -24.3% | +51.7% | +25.6% |
| 1Y | +20.2% | -28.8% | +49.0% | +18.2% |
| All | +20.2% | -29.1% | +49.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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