+68.5%
COST vs BTDR
+4.4%
+64.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | +0.2% |
| 7D | -1.2% | -3.4% | +2.2% | -1.2% |
| 30D | -4.7% | +32.6% | -37.3% | -5.1% |
| 3M | -7.1% | -32.2% | +25.1% | -6.6% |
| 6M | -8.5% | +52.4% | -60.9% | -9.9% |
| YTD | +5.4% | +6.7% | -1.3% | +4.5% |
| 1Y | -5.6% | -15.2% | +9.6% | -6.4% |
| 3Y | +68.5% | +14.9% | +53.6% | +57.2% |
| All | +68.5% | +4.4% | +64.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling