-41.8%
NOW vs COST
+20.0%
-61.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.0% |
| 7D | -1.7% | +2.5% | -4.2% | -1.5% |
| 30D | -27.4% | +14.6% | -42.0% | -27.2% |
| 3M | -19.4% | +15.2% | -34.6% | -19.4% |
| 6M | +13.1% | +7.2% | +5.9% | +13.4% |
| YTD | -34.3% | +27.4% | -61.7% | -37.8% |
| 1Y | -41.8% | +20.2% | -62.0% | -43.2% |
| All | -41.8% | +20.0% | -61.8% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling