+72.6%
COST vs USAR
+74.0%
-1.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -3.1% | -2.1% | -1.0% | -3.2% |
| 30D | -2.8% | +2.6% | -5.4% | -2.7% |
| 3M | -5.7% | -35.0% | +29.3% | -5.8% |
| 6M | -8.8% | -6.9% | -1.9% | -8.8% |
| YTD | +6.7% | +48.0% | -41.3% | +6.8% |
| 1Y | -3.6% | +24.8% | -28.4% | -3.2% |
| 3Y | +75.1% | +73.2% | +1.8% | +82.1% |
| All | +72.6% | +74.0% | -1.4% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling