+1,781.3%
COST vs BTG
+385.9%
+1,395.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -2.8% | +2.4% | -5.2% | -2.8% |
| 30D | -5.3% | +9.5% | -14.7% | -5.5% |
| 3M | -6.7% | +38.5% | -45.2% | -7.4% |
| 6M | -9.9% | +5.6% | -15.6% | -10.2% |
| YTD | +5.1% | +23.9% | -18.8% | +4.3% |
| 1Y | -7.3% | +32.1% | -39.4% | -8.3% |
| 3Y | +70.4% | +103.2% | -32.8% | +66.2% |
| 5Y | +104.4% | +79.7% | +24.7% | +99.6% |
| 10Y | +609.0% | +159.1% | +449.9% | +589.0% |
| All | +1,781.3% | +385.9% | +1,395.4% | +1,836.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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