+760.1%
COST vs CF
+479.1%
+281.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | +5.0% | +4.8% | +0.2% | +4.5% |
| 30D | +12.8% | +4.7% | +8.1% | +12.3% |
| 3M | +15.2% | +7.4% | +7.8% | +14.2% |
| 6M | +7.4% | +0.6% | +6.8% | +7.0% |
| YTD | +29.0% | +64.1% | -35.1% | +21.8% |
| 1Y | +20.3% | +51.4% | -31.1% | +14.4% |
| 3Y | +99.0% | +67.8% | +31.2% | +85.3% |
| 5Y | +125.7% | +114.1% | +11.5% | +101.9% |
| All | +760.1% | +479.1% | +281.1% | +611.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling