+68.5%
COST vs BLK
+66.0%
+2.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | 0.0% |
| 7D | -1.2% | -3.3% | +2.1% | -0.6% |
| 30D | -4.7% | -6.5% | +1.8% | -3.6% |
| 3M | -7.1% | +6.7% | -13.9% | -8.3% |
| 6M | -8.5% | +14.7% | -23.3% | -11.4% |
| YTD | +5.4% | +2.5% | +2.9% | +4.3% |
| 1Y | -5.6% | -2.8% | -2.9% | -5.3% |
| 3Y | +68.5% | +65.9% | +2.6% | +43.0% |
| All | +68.5% | +66.0% | +2.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling