+104.7%
COST vs CG
+2.7%
+102.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.4% |
| 7D | -2.5% | -9.8% | +7.3% | -0.7% |
| 30D | -4.4% | -10.3% | +5.9% | -2.6% |
| 3M | -8.1% | -1.7% | -6.4% | -8.1% |
| 6M | -9.2% | -9.8% | +0.6% | -8.2% |
| YTD | +5.1% | -25.6% | +30.7% | +10.1% |
| 1Y | -5.1% | -32.5% | +27.4% | +1.1% |
| 3Y | +70.4% | +45.6% | +24.7% | +44.0% |
| 5Y | +104.7% | +3.7% | +101.0% | +82.9% |
| All | +104.7% | +2.7% | +102.0% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling