+758.4%
COST vs CF
+546.3%
+212.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +2.5% | -0.9% | +3.3% | +2.5% |
| 30D | +12.8% | +6.9% | +5.8% | +12.0% |
| 3M | +12.7% | +4.8% | +7.8% | +11.9% |
| 6M | +6.0% | +4.7% | +1.3% | +5.2% |
| YTD | +24.4% | +56.5% | -32.1% | +17.9% |
| 1Y | +16.2% | +48.4% | -32.2% | +10.7% |
| 3Y | +96.9% | +59.1% | +37.7% | +84.2% |
| 5Y | +121.1% | +109.5% | +11.6% | +98.1% |
| 10Y | +758.4% | +487.0% | +271.5% | +609.9% |
| All | +758.4% | +546.3% | +212.2% | +609.9% |
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