+749.2%
COST vs USB
+82.2%
+667.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.5% | +1.2% | +1.3% | +2.3% |
| 30D | +14.6% | +6.3% | +8.3% | +13.3% |
| 3M | +15.2% | -6.1% | +21.3% | +16.4% |
| 6M | +7.2% | +13.0% | -5.8% | +4.6% |
| YTD | +27.4% | +16.6% | +10.8% | +23.3% |
| 1Y | +20.2% | +31.1% | -10.9% | +13.6% |
| 3Y | +96.9% | +100.9% | -4.0% | +69.1% |
| 5Y | +122.8% | +24.5% | +98.3% | +107.7% |
| All | +749.2% | +82.2% | +667.0% | +641.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling