+3,442.8%
COST vs BB
+266.8%
+3,176.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | -4.0% | -12.4% | +8.4% | -3.0% |
| 3M | -6.5% | -15.3% | +8.8% | -5.9% |
| 6M | -8.5% | +128.8% | -137.3% | -16.3% |
| YTD | +6.0% | +107.7% | -101.6% | -2.3% |
| 1Y | -5.8% | +103.9% | -109.7% | -13.4% |
| 3Y | +71.8% | +72.6% | -0.8% | +55.6% |
| 5Y | +106.2% | -24.3% | +130.5% | +96.6% |
| 10Y | +602.0% | +3.1% | +598.9% | +485.8% |
| All | +3,442.8% | +266.8% | +3,176.0% | +1,694.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling