+609.0%
COST vs CB
+219.8%
+389.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -5.3% | -3.1% | -2.2% | -4.5% |
| 3M | -6.7% | +4.2% | -10.8% | -7.8% |
| 6M | -9.9% | +4.7% | -14.7% | -11.2% |
| YTD | +5.1% | +8.8% | -3.7% | +2.5% |
| 1Y | -7.3% | +22.6% | -29.9% | -12.6% |
| 3Y | +70.4% | +70.6% | -0.2% | +45.7% |
| 5Y | +104.4% | +99.4% | +5.0% | +66.9% |
| 10Y | +609.0% | +223.5% | +385.5% | +389.9% |
| All | +609.0% | +219.8% | +389.2% | +389.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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