+14,227.5%
COST vs CAG
+578.5%
+13,649.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.0% |
| 7D | +5.0% | -3.3% | +8.3% | +5.9% |
| 30D | +12.8% | +7.7% | +5.2% | +10.6% |
| 3M | +15.2% | -3.2% | +18.4% | +15.8% |
| 6M | +7.4% | +7.0% | +0.4% | +5.0% |
| YTD | +29.0% | -9.0% | +38.0% | +30.7% |
| 1Y | +20.3% | -9.6% | +29.9% | +22.0% |
| 3Y | +99.0% | -36.0% | +135.0% | +116.5% |
| 5Y | +125.7% | -40.9% | +166.5% | +148.9% |
| 10Y | +775.3% | -37.3% | +812.6% | +812.3% |
| All | +14,227.5% | +578.5% | +13,649.0% | +6,555.2% |
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 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