-19.9%
NOW vs COST
+100.1%
-120.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +0.3% | +5.0% | -4.7% | -1.4% |
| 30D | -27.0% | +12.8% | -39.8% | -30.2% |
| 3M | -19.6% | +15.2% | -34.8% | -24.0% |
| 6M | +17.5% | +7.4% | +10.1% | +14.3% |
| YTD | -33.3% | +29.0% | -62.3% | -41.2% |
| 1Y | -39.8% | +20.3% | -60.1% | -44.9% |
| 3Y | -19.9% | +99.0% | -118.9% | -43.4% |
| All | -19.9% | +100.1% | -120.0% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling