+110.2%
COST vs USB
+40.0%
+70.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -3.1% | +1.4% | -4.6% | -3.4% |
| 30D | -2.8% | -1.3% | -1.5% | -2.6% |
| 3M | -5.7% | +15.2% | -20.9% | -7.9% |
| 6M | -8.8% | +18.8% | -27.6% | -11.4% |
| YTD | +6.7% | +21.0% | -14.4% | +3.1% |
| 1Y | -3.6% | +34.0% | -37.7% | -8.6% |
| 3Y | +75.1% | +95.3% | -20.2% | +53.3% |
| All | +110.2% | +40.0% | +70.2% | +93.3% |
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 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