+107.7%
COST vs XYZ
-68.2%
+175.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | -4.3% | +3.1% | -0.7% |
| 30D | -4.7% | +1.2% | -5.9% | -4.9% |
| 3M | -7.1% | +14.6% | -21.8% | -8.7% |
| 6M | -8.5% | +22.6% | -31.1% | -11.1% |
| YTD | +5.4% | +21.7% | -16.3% | +2.1% |
| 1Y | -5.6% | +6.7% | -12.3% | -7.4% |
| 3Y | +68.5% | +46.8% | +21.6% | +52.4% |
| All | +107.7% | -68.2% | +175.9% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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