+74.9%
COST vs USB
+95.2%
-20.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -3.1% | +1.4% | -4.6% | -3.3% |
| 30D | -2.8% | -1.3% | -1.5% | -2.6% |
| 3M | -5.7% | +15.2% | -20.9% | -7.5% |
| 6M | -8.8% | +18.8% | -27.6% | -11.0% |
| YTD | +6.7% | +21.0% | -14.4% | +3.6% |
| 1Y | -3.6% | +34.0% | -37.7% | -8.0% |
| All | +74.9% | +95.2% | -20.2% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling