+606.1%
COST vs BR
+189.7%
+416.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.2% | -3.0% | +1.8% | -0.1% |
| 30D | -4.7% | -0.3% | -4.4% | -4.7% |
| 3M | -7.1% | +17.3% | -24.4% | -12.8% |
| 6M | -8.5% | -6.7% | -1.8% | -6.9% |
| YTD | +5.4% | -23.4% | +28.8% | +15.4% |
| 1Y | -5.6% | -32.7% | +27.0% | +8.7% |
| 3Y | +68.5% | -5.9% | +74.4% | +67.4% |
| 5Y | +105.2% | +8.4% | +96.8% | +88.9% |
| All | +606.1% | +189.7% | +416.4% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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