+126.0%
COST vs BTDR
+23.3%
+102.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.8% |
| 7D | -2.8% | +14.8% | -17.6% | -2.9% |
| 30D | -5.3% | +41.8% | -47.1% | -5.6% |
| 3M | -6.7% | -29.2% | +22.5% | -6.3% |
| 6M | -9.9% | +66.2% | -76.1% | -11.2% |
| YTD | +5.1% | +10.0% | -4.9% | +4.4% |
| 1Y | -7.3% | -11.0% | +3.7% | -8.0% |
| 3Y | +70.4% | +6.9% | +63.5% | +63.3% |
| 5Y | +104.4% | +24.7% | +79.7% | +94.9% |
| All | +126.0% | +23.3% | +102.7% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling