+532.2%
BE vs COST
+125.1%
+407.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.4% |
| 7D | +10.8% | +5.0% | +5.8% | +8.9% |
| 30D | -19.8% | +12.8% | -32.6% | -23.8% |
| 3M | -18.7% | +15.2% | -33.9% | -23.8% |
| 6M | -33.7% | +7.4% | -41.1% | -36.6% |
| YTD | +121.0% | +29.0% | +91.9% | +86.6% |
| 1Y | +85.4% | +20.3% | +65.1% | +63.5% |
| 3Y | +1,709.5% | +99.0% | +1,610.5% | +888.2% |
| All | +532.2% | +125.1% | +407.1% | +203.3% |
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