+796.5%
COST vs CFG
+396.4%
+400.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -3.1% | +1.5% | -4.7% | -3.4% |
| 30D | -2.8% | -3.8% | +1.0% | -2.3% |
| 3M | -5.7% | +11.5% | -17.2% | -7.2% |
| 6M | -8.8% | +19.2% | -28.0% | -11.2% |
| YTD | +6.7% | +23.7% | -17.0% | +3.2% |
| 1Y | -3.6% | +38.8% | -42.5% | -8.4% |
| 3Y | +75.1% | +178.9% | -103.8% | +48.5% |
| 5Y | +108.9% | +101.8% | +7.1% | +83.4% |
| 10Y | +586.2% | +317.3% | +268.9% | +418.4% |
| All | +796.5% | +396.4% | +400.2% | +554.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling