+107.7%
COST vs BLK
+32.0%
+75.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.3% |
| 7D | -1.2% | -3.3% | +2.1% | -0.1% |
| 30D | -4.7% | -6.5% | +1.8% | -2.6% |
| 3M | -7.1% | +6.7% | -13.9% | -9.4% |
| 6M | -8.5% | +14.7% | -23.3% | -13.6% |
| YTD | +5.4% | +2.5% | +2.9% | +3.2% |
| 1Y | -5.6% | -2.8% | -2.9% | -5.9% |
| 3Y | +68.5% | +65.9% | +2.6% | +30.0% |
| All | +107.7% | +32.0% | +75.7% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling