+604.2%
COST vs B
+209.1%
+395.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -2.5% | -5.0% | +2.5% | -2.2% |
| 30D | -4.4% | +8.7% | -13.2% | -5.0% |
| 3M | -8.1% | +17.3% | -25.4% | -9.2% |
| 6M | -9.2% | -5.0% | -4.2% | -9.2% |
| YTD | +5.1% | +1.4% | +3.7% | +4.4% |
| 1Y | -5.1% | +50.5% | -55.6% | -9.1% |
| 3Y | +70.4% | +194.4% | -124.0% | +52.7% |
| 5Y | +104.7% | +156.7% | -52.0% | +84.2% |
| All | +604.2% | +209.1% | +395.1% | +536.4% |
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