+13,701.4%
COST vs USB
+8,119.9%
+5,581.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.4% |
| 7D | +7.1% | -1.5% | +8.6% | +7.5% |
| 30D | +14.1% | +4.3% | +9.8% | +12.8% |
| 3M | +13.3% | -6.1% | +19.4% | +15.0% |
| 6M | +5.2% | +9.4% | -4.2% | +2.4% |
| YTD | +24.3% | +15.2% | +9.1% | +19.1% |
| 1Y | +14.6% | +32.8% | -18.1% | +5.8% |
| 3Y | +97.6% | +91.3% | +6.3% | +62.9% |
| 5Y | +119.1% | +22.7% | +96.4% | +97.8% |
| 10Y | +785.4% | +97.0% | +688.4% | +563.5% |
| All | +13,701.4% | +8,119.9% | +5,581.5% | +4,115.0% |
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