-16.3%
NOW vs COST
+95.5%
-111.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -3.0% | +4.1% | -7.1% | -4.5% |
| 30D | -26.0% | +12.0% | -38.0% | -29.3% |
| 3M | -13.1% | +11.2% | -24.3% | -16.9% |
| 6M | +14.5% | +6.1% | +8.4% | +11.4% |
| YTD | -33.4% | +22.9% | -56.3% | -40.4% |
| 1Y | -40.6% | +14.7% | -55.4% | -44.8% |
| 3Y | -16.3% | +92.3% | -108.6% | -40.8% |
| All | -16.3% | +95.5% | -111.8% | -40.8% |
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