+6.8%
NOW vs COST
+108.9%
-102.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.3% |
| 7D | -2.4% | -3.1% | +0.8% | -0.4% |
| 30D | +20.5% | -2.8% | +23.3% | +22.3% |
| 3M | +18.3% | -5.7% | +24.0% | +22.5% |
| 6M | +24.1% | -8.8% | +32.8% | +30.0% |
| YTD | -7.8% | +6.7% | -14.4% | -13.8% |
| 1Y | -21.4% | -3.6% | -17.8% | -21.2% |
| 3Y | +19.5% | +75.1% | -55.5% | -26.7% |
| All | +6.8% | +108.9% | -102.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling