+99.0%
COST vs BB
+147.9%
-48.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.2% |
| 7D | +5.0% | +1.8% | +3.2% | +5.0% |
| 30D | +12.8% | +8.1% | +4.7% | +12.9% |
| 3M | +15.2% | -1.0% | +16.2% | +15.3% |
| 6M | +7.4% | +45.9% | -38.5% | +6.5% |
| YTD | +29.0% | +134.8% | -105.8% | +26.2% |
| 1Y | +20.3% | +104.6% | -84.3% | +18.1% |
| 3Y | +99.0% | +152.8% | -53.8% | +88.6% |
| All | +99.0% | +147.9% | -48.9% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling