+606.1%
COST vs BB
+1.6%
+604.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.2% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -4.7% | -12.5% | +7.8% | -4.2% |
| 3M | -7.1% | -17.4% | +10.3% | -6.7% |
| 6M | -8.5% | +119.1% | -127.7% | -13.5% |
| YTD | +5.4% | +102.4% | -97.0% | +0.1% |
| 1Y | -5.6% | +98.2% | -103.8% | -10.5% |
| 3Y | +68.5% | +46.9% | +21.6% | +59.7% |
| 5Y | +105.2% | -26.4% | +131.6% | +97.9% |
| All | +606.1% | +1.6% | +604.5% | +508.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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