+72.9%
COST vs CFG
+196.3%
-123.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -3.1% | +1.5% | -4.7% | -3.3% |
| 30D | -2.8% | -3.8% | +1.0% | -2.4% |
| 3M | -5.7% | +11.5% | -17.2% | -6.9% |
| 6M | -8.8% | +19.2% | -28.0% | -10.7% |
| YTD | +6.7% | +23.7% | -17.0% | +3.8% |
| 1Y | -3.6% | +38.8% | -42.5% | -7.7% |
| All | +72.9% | +196.3% | -123.4% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling