+94.5%
COST vs USB
+90.4%
+4.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.1% |
| 7D | +7.1% | -1.5% | +8.6% | +7.3% |
| 30D | +14.1% | +4.3% | +9.8% | +13.4% |
| 3M | +13.3% | -6.1% | +19.4% | +14.2% |
| 6M | +5.2% | +9.4% | -4.2% | +3.7% |
| YTD | +24.3% | +15.2% | +9.1% | +21.3% |
| 1Y | +14.6% | +32.8% | -18.1% | +9.2% |
| All | +94.5% | +90.4% | +4.1% | +72.3% |
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 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