-8.5%
COST vs BKR
+0.7%
-9.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | -1.2% | -7.0% | +5.8% | -1.1% |
| 30D | -4.7% | -8.1% | +3.4% | -4.6% |
| 3M | -7.1% | -6.6% | -0.5% | -7.1% |
| 6M | -8.5% | +0.9% | -9.4% | -7.4% |
| All | -8.5% | +0.7% | -9.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 6mo: compounded portfolio wealth divided by compounded BKR 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…
6mo analysis · Full analysis span regression · 6 months rolling