+11,743.1%
COST vs USB
+8,537.0%
+3,206.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -3.1% | +1.4% | -4.6% | -3.5% |
| 30D | -2.8% | -1.3% | -1.5% | -2.5% |
| 3M | -5.7% | +15.2% | -20.9% | -9.2% |
| 6M | -8.8% | +18.8% | -27.6% | -13.0% |
| YTD | +6.7% | +21.0% | -14.4% | +1.0% |
| 1Y | -3.6% | +34.0% | -37.7% | -11.3% |
| 3Y | +75.1% | +95.3% | -20.2% | +43.2% |
| 5Y | +108.9% | +40.4% | +68.5% | +81.9% |
| 10Y | +586.2% | +107.3% | +478.9% | +407.9% |
| All | +11,743.1% | +8,537.0% | +3,206.1% | +3,474.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling