+609.0%
COST vs CFG
+308.1%
+300.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -5.3% | -4.5% | -0.7% | -4.7% |
| 3M | -6.7% | +6.3% | -13.0% | -7.5% |
| 6M | -9.9% | +20.6% | -30.5% | -12.4% |
| YTD | +5.1% | +21.2% | -16.1% | +2.0% |
| 1Y | -7.3% | +38.2% | -45.5% | -11.8% |
| 3Y | +70.4% | +185.9% | -115.5% | +44.4% |
| 5Y | +104.4% | +97.0% | +7.4% | +80.5% |
| 10Y | +609.0% | +306.8% | +302.2% | +451.1% |
| All | +609.0% | +308.1% | +300.9% | +451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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