+68.5%
COST vs BAX
-35.4%
+103.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.3% |
| 7D | -1.2% | -7.9% | +6.7% | -0.9% |
| 30D | -4.7% | -11.7% | +6.9% | -4.2% |
| 3M | -7.1% | +16.2% | -23.3% | -7.7% |
| 6M | -8.5% | +32.0% | -40.5% | -9.6% |
| YTD | +5.4% | +24.7% | -19.3% | +4.0% |
| 1Y | -5.6% | -2.6% | -3.0% | -5.9% |
| 3Y | +68.5% | -35.0% | +103.5% | +70.9% |
| All | +68.5% | -35.4% | +103.8% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling