+606.1%
COST vs USFR
+28.1%
+577.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | +0.4% | -5.1% | -4.8% |
| 3M | -7.1% | +1.0% | -8.2% | -7.3% |
| 6M | -8.5% | +2.0% | -10.5% | -8.8% |
| YTD | +5.4% | +2.8% | +2.6% | +5.0% |
| 1Y | -5.6% | +4.1% | -9.7% | -6.2% |
| 3Y | +68.5% | +14.1% | +54.3% | +66.8% |
| 5Y | +105.2% | +20.6% | +84.7% | +102.1% |
| All | +606.1% | +28.1% | +577.9% | +557.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling