+104.7%
COST vs USFR
+20.4%
+84.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -4.4% | +0.3% | -4.8% | -4.7% |
| 3M | -8.1% | +1.0% | -9.0% | -8.6% |
| 6M | -9.2% | +1.9% | -11.2% | -10.3% |
| YTD | +5.1% | +2.7% | +2.4% | +3.5% |
| 1Y | -5.1% | +4.0% | -9.1% | -7.3% |
| 3Y | +70.4% | +14.1% | +56.3% | +71.6% |
| 5Y | +104.7% | +20.5% | +84.2% | +102.7% |
| All | +104.7% | +20.4% | +84.3% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling