+72.9%
BAC vs COST
+109.2%
-36.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.2% | -3.2% | +4.3% | +2.1% |
| 30D | -0.7% | -4.0% | +3.2% | +0.4% |
| 3M | +16.9% | -6.5% | +23.4% | +19.1% |
| 6M | +29.6% | -8.5% | +38.1% | +32.5% |
| YTD | +15.3% | +6.0% | +9.2% | +11.9% |
| 1Y | +28.8% | -5.8% | +34.6% | +30.0% |
| 3Y | +136.4% | +71.8% | +64.6% | +90.9% |
| 5Y | +72.9% | +106.2% | -33.3% | +30.8% |
| All | +72.9% | +109.2% | -36.3% | +30.8% |
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 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