+11,570.3%
COST vs CDE
-89.9%
+11,660.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -2.5% | -6.1% | +3.6% | -2.3% |
| 30D | -4.4% | +9.5% | -13.9% | -4.8% |
| 3M | -8.1% | +32.0% | -40.1% | -9.1% |
| 6M | -9.2% | -12.8% | +3.5% | -9.3% |
| YTD | +5.1% | +14.2% | -9.1% | +4.0% |
| 1Y | -5.1% | +36.3% | -41.4% | -6.9% |
| 3Y | +70.4% | +821.4% | -751.0% | +55.2% |
| 5Y | +104.7% | +194.3% | -89.6% | +90.7% |
| 10Y | +608.8% | +53.2% | +555.6% | +550.3% |
| All | +11,570.3% | -89.9% | +11,660.2% | +10,448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling