+11,601.2%
COST vs BNY
+8,074.1%
+3,527.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -4.7% | -0.2% | -4.6% | -4.7% |
| 3M | -7.1% | +14.9% | -22.1% | -11.0% |
| 6M | -8.5% | +40.0% | -48.5% | -17.3% |
| YTD | +5.4% | +42.0% | -36.6% | -5.3% |
| 1Y | -5.6% | +56.9% | -62.5% | -17.7% |
| 3Y | +68.5% | +289.9% | -221.4% | +12.0% |
| 5Y | +105.2% | +259.2% | -153.9% | +37.4% |
| 10Y | +610.7% | +413.3% | +197.4% | +306.1% |
| All | +11,601.2% | +8,074.1% | +3,527.1% | +2,237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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