+106.2%
COST vs CB
+98.8%
+7.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -3.2% | -0.6% | -2.5% | -3.0% |
| 30D | -4.0% | -3.9% | -0.1% | -2.8% |
| 3M | -6.5% | +4.9% | -11.4% | -7.9% |
| 6M | -8.5% | +3.3% | -11.8% | -9.6% |
| YTD | +6.0% | +8.5% | -2.5% | +3.1% |
| 1Y | -5.8% | +22.1% | -27.9% | -11.8% |
| 3Y | +71.8% | +70.1% | +1.7% | +42.8% |
| 5Y | +106.2% | +97.4% | +8.8% | +66.0% |
| All | +106.2% | +98.8% | +7.4% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling