+926.0%
COST vs USFR
+27.6%
+898.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | -5.3% | +0.3% | -5.5% | -5.3% |
| 3M | -6.7% | +1.0% | -7.6% | -6.8% |
| 6M | -9.9% | +1.9% | -11.9% | -10.2% |
| YTD | +5.1% | +2.7% | +2.5% | +4.7% |
| 1Y | -7.3% | +4.0% | -11.3% | -7.9% |
| 3Y | +70.4% | +14.0% | +56.4% | +67.3% |
| 5Y | +104.4% | +20.4% | +84.0% | +99.1% |
| 10Y | +609.0% | +28.0% | +581.0% | +584.4% |
| All | +926.0% | +27.6% | +898.4% | +893.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling