+606.1%
COST vs CAG
-36.2%
+642.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -1.2% | -5.7% | +4.5% | 0.0% |
| 30D | -4.7% | -2.4% | -2.3% | -4.3% |
| 3M | -7.1% | +9.8% | -16.9% | -9.1% |
| 6M | -8.5% | -10.8% | +2.3% | -6.7% |
| YTD | +5.4% | -10.8% | +16.2% | +7.1% |
| 1Y | -5.6% | -19.0% | +13.3% | -2.3% |
| 3Y | +68.5% | -39.7% | +108.2% | +83.1% |
| 5Y | +105.2% | -43.0% | +148.2% | +125.4% |
| All | +606.1% | -36.2% | +642.2% | +656.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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