+11,671.2%
COST vs CAG
+594.9%
+11,076.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -3.2% | -5.3% | +2.1% | -1.9% |
| 30D | -4.0% | +1.0% | -5.0% | -4.3% |
| 3M | -6.5% | +17.4% | -23.8% | -10.4% |
| 6M | -8.5% | -16.8% | +8.3% | -4.8% |
| YTD | +6.0% | -6.8% | +12.8% | +7.0% |
| 1Y | -5.8% | -15.4% | +9.6% | -2.8% |
| 3Y | +71.8% | -37.1% | +108.9% | +88.0% |
| 5Y | +106.2% | -41.3% | +147.5% | +128.3% |
| 10Y | +602.0% | -35.5% | +637.5% | +626.1% |
| All | +11,671.2% | +594.9% | +11,076.3% | +5,348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling