+606.1%
COST vs CG
+314.7%
+291.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -1.2% | -9.9% | +8.7% | +0.7% |
| 30D | -4.7% | -11.7% | +6.9% | -2.6% |
| 3M | -7.1% | -4.3% | -2.8% | -6.7% |
| 6M | -8.5% | -8.8% | +0.2% | -7.6% |
| YTD | +5.4% | -26.9% | +32.2% | +10.8% |
| 1Y | -5.6% | -35.4% | +29.8% | +1.4% |
| 3Y | +68.5% | +43.0% | +25.4% | +46.7% |
| 5Y | +105.2% | +1.9% | +103.3% | +87.1% |
| All | +606.1% | +314.7% | +291.3% | +385.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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