+11.9%
COST vs BP
+35.3%
-23.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.8% | +2.8% |
| 7D | +6.6% | -8.4% | +15.0% | +7.0% |
| 30D | +13.5% | +2.2% | +11.3% | +13.1% |
| 3M | +10.6% | +8.8% | +1.8% | +9.5% |
| 6M | +3.6% | -0.5% | +4.2% | +2.7% |
| YTD | +22.1% | +36.2% | -14.1% | +19.6% |
| 1Y | +11.9% | +36.6% | -24.7% | +9.9% |
| All | +11.9% | +35.3% | -23.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling