+2,330.5%
COST vs BR
+1,281.7%
+1,048.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.8% | -5.0% | +2.2% | -1.0% |
| 30D | -5.3% | -2.5% | -2.8% | -4.5% |
| 3M | -6.7% | +13.5% | -20.2% | -11.1% |
| 6M | -9.9% | -9.4% | -0.5% | -7.6% |
| YTD | +5.1% | -23.3% | +28.4% | +14.0% |
| 1Y | -7.3% | -31.6% | +24.3% | +4.8% |
| 3Y | +70.4% | -5.1% | +75.5% | +69.2% |
| 5Y | +104.4% | +8.2% | +96.2% | +91.3% |
| 10Y | +609.0% | +189.8% | +419.2% | +358.3% |
| All | +2,330.5% | +1,281.7% | +1,048.8% | +737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling