+14,227.5%
COST vs BP
+1,406.2%
+12,821.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +5.0% | +3.8% | +1.2% | +4.2% |
| 30D | +12.8% | -5.3% | +18.1% | +13.9% |
| 3M | +15.2% | +9.3% | +5.9% | +12.8% |
| 6M | +7.4% | +7.2% | +0.2% | +5.3% |
| YTD | +29.0% | +38.0% | -9.0% | +19.7% |
| 1Y | +20.3% | +33.2% | -12.9% | +12.3% |
| 3Y | +99.0% | +50.3% | +48.7% | +78.6% |
| 5Y | +125.7% | +114.1% | +11.6% | +84.0% |
| 10Y | +775.3% | +140.7% | +634.6% | +553.0% |
| All | +14,227.5% | +1,406.2% | +12,821.3% | +5,502.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling