+11.9%
COST vs BA
-12.3%
+24.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.5% | +2.5% |
| 7D | +6.6% | +5.9% | +0.7% | +6.3% |
| 30D | +13.5% | -8.2% | +21.6% | +13.9% |
| 3M | +10.6% | -25.4% | +35.9% | +11.9% |
| 6M | +3.6% | -20.0% | +23.7% | +4.4% |
| YTD | +22.1% | -18.5% | +40.5% | +23.6% |
| 1Y | +11.9% | -10.6% | +22.5% | +11.5% |
| All | +11.9% | -12.3% | +24.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 1y: compounded portfolio wealth divided by compounded BA 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…
1y analysis · Full analysis span regression · 6 months rolling