+104.4%
COST vs BP
+141.6%
-37.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -2.8% | +4.0% | -6.8% | -3.1% |
| 30D | -5.3% | +7.8% | -13.1% | -5.9% |
| 3M | -6.7% | +8.4% | -15.0% | -7.5% |
| 6M | -9.9% | +15.1% | -25.0% | -11.3% |
| YTD | +5.1% | +36.4% | -31.3% | +2.0% |
| 1Y | -7.3% | +40.9% | -48.2% | -10.4% |
| 3Y | +70.4% | +38.8% | +31.5% | +63.6% |
| 5Y | +104.4% | +141.1% | -36.7% | +88.9% |
| All | +104.4% | +141.6% | -37.2% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling