+18,562.4%
COST vs CB
+7,037.7%
+11,524.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.6% |
| 7D | +4.1% | +0.2% | +3.8% | +4.0% |
| 30D | +12.0% | +9.1% | +2.9% | +9.4% |
| 3M | +11.2% | +3.4% | +7.7% | +10.1% |
| 6M | +6.1% | +14.1% | -8.0% | +2.3% |
| YTD | +22.9% | +18.0% | +4.9% | +17.2% |
| 1Y | +14.7% | +30.1% | -15.4% | +6.5% |
| 3Y | +92.3% | +71.8% | +20.5% | +64.2% |
| 5Y | +116.6% | +101.8% | +14.8% | +75.7% |
| 10Y | +775.4% | +252.1% | +523.3% | +487.0% |
| All | +18,562.4% | +7,037.7% | +11,524.7% | +5,712.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling