+11,743.1%
COST vs BEN
+4,913.3%
+6,829.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -2.0% |
| 7D | -3.1% | +0.2% | -3.4% | -3.3% |
| 30D | -2.8% | -0.5% | -2.2% | -2.7% |
| 3M | -5.7% | +9.7% | -15.4% | -8.4% |
| 6M | -8.8% | +33.9% | -42.7% | -16.8% |
| YTD | +6.7% | +49.0% | -42.3% | -5.9% |
| 1Y | -3.6% | +42.1% | -45.8% | -14.1% |
| 3Y | +75.1% | +51.9% | +23.2% | +48.7% |
| 5Y | +108.9% | +39.0% | +69.9% | +78.2% |
| 10Y | +586.2% | +57.9% | +528.3% | +423.9% |
| All | +11,743.1% | +4,913.3% | +6,829.7% | +2,584.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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