+561.7%
COST vs XYZ
+608.9%
-47.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -2.8% | -3.7% | +0.9% | -2.4% |
| 30D | -5.3% | +0.5% | -5.8% | -5.4% |
| 3M | -6.7% | +16.3% | -22.9% | -8.4% |
| 6M | -9.9% | +21.1% | -31.1% | -12.3% |
| YTD | +5.1% | +22.0% | -16.9% | +1.8% |
| 1Y | -7.3% | +5.2% | -12.4% | -9.0% |
| 3Y | +70.4% | +49.6% | +20.8% | +55.1% |
| 5Y | +104.4% | -68.4% | +172.8% | +111.4% |
| 10Y | +609.0% | +604.5% | +4.5% | +431.1% |
| All | +561.7% | +608.9% | -47.2% | +402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling