+7.4%
COST vs USAR
-67.8%
+75.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.4% |
| 7D | +5.0% | -0.8% | +5.8% | +5.0% |
| 30D | +12.8% | -20.9% | +33.7% | +10.8% |
| 3M | +15.2% | -56.2% | +71.3% | +7.4% |
| 6M | +7.4% | -67.9% | +75.3% | -2.3% |
| All | +7.4% | -67.8% | +75.2% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling