+20.3%
COST vs USAR
-51.4%
+71.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | +5.0% | -0.8% | +5.8% | +5.0% |
| 30D | +12.8% | -20.9% | +33.7% | +12.2% |
| 3M | +15.2% | -56.2% | +71.3% | +13.0% |
| 6M | +7.4% | -67.9% | +75.3% | +5.4% |
| YTD | +29.0% | -31.4% | +60.5% | +25.8% |
| 1Y | +20.3% | -45.1% | +65.3% | +17.8% |
| All | +20.3% | -51.4% | +71.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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