+3,616.9%
COST vs BLK
+12,788.7%
-9,171.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.5% | -5.2% | +2.7% | -1.1% |
| 30D | -4.4% | -7.0% | +2.6% | -2.5% |
| 3M | -8.1% | +5.7% | -13.7% | -9.7% |
| 6M | -9.2% | +11.0% | -20.3% | -12.4% |
| YTD | +5.1% | +0.9% | +4.2% | +3.7% |
| 1Y | -5.1% | -1.6% | -3.5% | -5.9% |
| 3Y | +70.4% | +64.5% | +5.9% | +44.7% |
| 5Y | +104.7% | +30.9% | +73.9% | +83.2% |
| 10Y | +608.8% | +275.1% | +333.7% | +365.0% |
| All | +3,616.9% | +12,788.7% | -9,171.8% | +858.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling