+107.7%
COST vs CDE
+196.4%
-88.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.2% | -3.1% | +1.9% | -1.1% |
| 30D | -4.7% | +9.5% | -14.2% | -5.2% |
| 3M | -7.1% | +25.5% | -32.6% | -8.4% |
| 6M | -8.5% | -7.9% | -0.6% | -8.6% |
| YTD | +5.4% | +15.6% | -10.2% | +3.4% |
| 1Y | -5.6% | +34.0% | -39.7% | -8.8% |
| 3Y | +68.5% | +791.9% | -723.4% | +38.2% |
| All | +107.7% | +196.4% | -88.7% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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