+120.6%
COST vs USB
+21.6%
+99.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +12.0% | +5.8% | +6.1% | +10.9% |
| 3M | +11.2% | -6.0% | +17.1% | +12.2% |
| 6M | +6.1% | +7.8% | -1.6% | +4.6% |
| YTD | +22.9% | +14.6% | +8.3% | +19.6% |
| 1Y | +14.7% | +31.8% | -17.0% | +8.9% |
| 3Y | +92.3% | +91.5% | +0.8% | +68.4% |
| All | +120.6% | +21.6% | +99.1% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling