+3,553.4%
COST vs CF
+5,315.1%
-1,761.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +4.1% | -3.2% | +7.2% | +4.4% |
| 30D | +12.0% | +4.3% | +7.7% | +11.3% |
| 3M | +11.2% | +2.8% | +8.4% | +10.5% |
| 6M | +6.1% | +0.6% | +5.5% | +5.6% |
| YTD | +22.9% | +56.6% | -33.7% | +15.0% |
| 1Y | +14.7% | +49.6% | -34.9% | +7.9% |
| 3Y | +92.3% | +61.5% | +30.8% | +77.0% |
| 5Y | +116.6% | +124.0% | -7.3% | +87.5% |
| 10Y | +775.4% | +573.2% | +202.2% | +523.8% |
| All | +3,553.4% | +5,315.1% | -1,761.7% | +1,523.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling