+124.5%
COST vs CAG
-41.0%
+165.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.0% |
| 7D | +5.0% | -3.3% | +8.3% | +5.7% |
| 30D | +12.8% | +7.7% | +5.2% | +11.1% |
| 3M | +15.2% | -3.2% | +18.4% | +15.6% |
| 6M | +7.4% | +7.0% | +0.4% | +5.6% |
| YTD | +29.0% | -9.0% | +38.0% | +30.1% |
| 1Y | +20.3% | -9.6% | +29.9% | +21.4% |
| 3Y | +99.0% | -36.0% | +135.0% | +109.6% |
| All | +124.5% | -41.0% | +165.5% | +147.2% |
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