+104.4%
COST vs CFG
+99.7%
+4.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | -6.7% | +6.3% | -13.0% | -7.7% |
| 6M | -9.9% | +20.6% | -30.5% | -12.9% |
| YTD | +5.1% | +21.2% | -16.1% | +1.3% |
| 1Y | -7.3% | +38.2% | -45.5% | -12.8% |
| 3Y | +70.4% | +185.9% | -115.5% | +36.8% |
| 5Y | +104.4% | +97.0% | +7.4% | +78.5% |
| All | +104.4% | +99.7% | +4.7% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling