+33.6%
COSO price history and return analytics
+38.4%
-4.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.1% | +1.0% | +1.1% | +1.7% |
| 30D | -0.8% | -0.2% | -0.5% | -0.7% |
| 3M | +6.9% | +4.5% | +2.4% | +4.8% |
| 6M | +16.2% | +14.1% | +2.2% | +8.6% |
| YTD | +20.1% | +14.8% | +5.4% | +11.5% |
| 1Y | +19.6% | +21.2% | -1.6% | +6.3% |
| All | +33.6% | +38.4% | -4.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling