+609.0%
COST vs CF
+599.7%
+9.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -5.3% | +14.3% | -19.5% | -6.5% |
| 3M | -6.7% | +27.9% | -34.5% | -8.9% |
| 6M | -9.9% | +25.5% | -35.5% | -12.4% |
| YTD | +5.1% | +81.2% | -76.1% | -1.5% |
| 1Y | -7.3% | +66.5% | -73.8% | -12.5% |
| 3Y | +70.4% | +76.7% | -6.3% | +58.2% |
| 5Y | +104.4% | +237.8% | -133.4% | +74.9% |
| 10Y | +609.0% | +619.9% | -10.9% | +471.7% |
| All | +609.0% | +599.7% | +9.3% | +471.7% |
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