+760.6%
COST vs B
+203.3%
+557.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.1% |
| 7D | +3.9% | -2.7% | +6.6% | +4.1% |
| 30D | +13.5% | -4.3% | +17.9% | +13.7% |
| 3M | +15.3% | -2.3% | +17.6% | +15.3% |
| 6M | +9.2% | -16.2% | +25.4% | +10.1% |
| YTD | +26.9% | -8.8% | +35.7% | +26.6% |
| 1Y | +19.7% | +11.4% | +8.4% | +17.4% |
| 3Y | +96.0% | +174.3% | -78.3% | +74.9% |
| 5Y | +124.0% | +116.2% | +7.9% | +102.4% |
| 10Y | +760.6% | +222.7% | +537.9% | +674.2% |
| All | +760.6% | +203.3% | +557.3% | +674.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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