+104.7%
COST vs CAG
-42.8%
+147.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | -2.5% | -5.9% | +3.4% | -1.4% |
| 30D | -4.4% | -1.5% | -2.9% | -4.2% |
| 3M | -8.1% | +11.5% | -19.5% | -10.1% |
| 6M | -9.2% | -15.7% | +6.4% | -6.8% |
| YTD | +5.1% | -10.2% | +15.3% | +6.4% |
| 1Y | -5.1% | -18.1% | +13.0% | -2.4% |
| 3Y | +70.4% | -39.4% | +109.7% | +82.6% |
| 5Y | +104.7% | -42.6% | +147.3% | +125.6% |
| All | +104.7% | -42.8% | +147.5% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling