+11,570.3%
COST vs BKR
+528.0%
+11,042.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.6% | +0.8% |
| 7D | -2.5% | -6.7% | +4.2% | -1.7% |
| 30D | -4.4% | -8.3% | +3.9% | -3.4% |
| 3M | -8.1% | -5.4% | -2.7% | -7.6% |
| 6M | -9.2% | +0.8% | -10.1% | -9.7% |
| YTD | +5.1% | +31.8% | -26.7% | +0.8% |
| 1Y | -5.1% | +28.6% | -33.7% | -8.8% |
| 3Y | +70.4% | +71.2% | -0.9% | +55.8% |
| 5Y | +104.7% | +179.2% | -74.5% | +72.3% |
| 10Y | +608.8% | +124.0% | +484.9% | +478.7% |
| All | +11,570.3% | +528.0% | +11,042.3% | +6,685.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling