+70.2%
COST vs USAR
+68.6%
+1.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.9% |
| 7D | -2.8% | -4.4% | +1.6% | -2.8% |
| 30D | -5.3% | -10.4% | +5.1% | -5.4% |
| 3M | -6.7% | -18.4% | +11.7% | -6.7% |
| 6M | -9.9% | -8.8% | -1.1% | -10.0% |
| YTD | +5.1% | +43.4% | -38.2% | +5.3% |
| 1Y | -7.3% | +21.0% | -28.3% | -6.9% |
| 3Y | +70.4% | +67.7% | +2.6% | +77.2% |
| All | +70.2% | +68.6% | +1.6% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling