+16,097.1%
COST vs CB
+6,559.4%
+9,537.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -2.8% | -3.1% | +0.3% | -2.0% |
| 3M | -5.7% | +9.0% | -14.6% | -8.0% |
| 6M | -8.8% | +2.9% | -11.6% | -9.6% |
| YTD | +6.7% | +10.1% | -3.4% | +3.6% |
| 1Y | -3.6% | +22.8% | -26.4% | -9.2% |
| 3Y | +75.1% | +73.8% | +1.3% | +48.9% |
| 5Y | +108.9% | +99.2% | +9.7% | +70.0% |
| 10Y | +586.2% | +218.2% | +368.0% | +372.9% |
| All | +16,097.1% | +6,559.4% | +9,537.7% | +5,041.5% |
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