+606.1%
COST vs BP
+137.7%
+468.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.2% | +5.2% | -6.4% | -1.7% |
| 30D | -4.7% | +8.7% | -13.4% | -5.6% |
| 3M | -7.1% | +9.3% | -16.5% | -8.1% |
| 6M | -8.5% | +13.6% | -22.1% | -9.9% |
| YTD | +5.4% | +37.7% | -32.3% | +1.6% |
| 1Y | -5.6% | +40.6% | -46.3% | -9.3% |
| 3Y | +68.5% | +40.3% | +28.1% | +60.9% |
| 5Y | +105.2% | +141.4% | -36.2% | +82.8% |
| All | +606.1% | +137.7% | +468.3% | +570.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling