+3,026.0%
COST vs BG
+1,192.5%
+1,833.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.5% | +3.7% | -6.2% | -3.1% |
| 30D | -4.4% | +12.3% | -16.8% | -6.3% |
| 3M | -8.1% | -2.2% | -5.9% | -8.0% |
| 6M | -9.2% | +5.3% | -14.6% | -10.4% |
| YTD | +5.1% | +42.4% | -37.3% | -1.2% |
| 1Y | -5.1% | +55.2% | -60.3% | -12.2% |
| 3Y | +70.4% | +21.0% | +49.4% | +62.1% |
| 5Y | +104.7% | +87.1% | +17.6% | +79.3% |
| 10Y | +608.8% | +169.8% | +439.0% | +461.2% |
| All | +3,026.0% | +1,192.5% | +1,833.5% | +1,761.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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