+71.8%
COST vs USAR
+73.6%
-1.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -3.2% | +2.3% | -5.5% | -3.1% |
| 30D | -4.0% | -8.6% | +4.7% | -4.0% |
| 3M | -6.5% | -20.5% | +14.0% | -6.5% |
| 6M | -8.5% | +1.2% | -9.7% | -8.6% |
| YTD | +6.0% | +48.4% | -42.4% | +6.2% |
| 1Y | -5.8% | +30.6% | -36.4% | -5.3% |
| 3Y | +71.8% | +73.6% | -1.8% | +83.3% |
| All | +71.8% | +73.6% | -1.8% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling