+758.9%
COST vs CB
+246.9%
+512.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | +4.6% | +0.7% | +3.9% | +4.4% |
| 30D | +12.8% | +8.2% | +4.6% | +10.3% |
| 3M | +12.1% | +6.3% | +5.8% | +10.2% |
| 6M | +6.0% | +16.2% | -10.2% | +1.6% |
| YTD | +24.4% | +19.3% | +5.0% | +18.2% |
| 1Y | +17.1% | +29.2% | -12.1% | +8.9% |
| 3Y | +92.2% | +71.4% | +20.7% | +64.2% |
| 5Y | +122.5% | +104.2% | +18.3% | +80.4% |
| 10Y | +758.9% | +246.7% | +512.3% | +479.8% |
| All | +758.9% | +246.9% | +512.0% | +479.8% |
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