+1,387.1%
COST vs CG
+341.4%
+1,045.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | -4.0% | -3.2% | -0.8% | -3.5% |
| 3M | -6.5% | +6.2% | -12.7% | -7.8% |
| 6M | -8.5% | -4.7% | -3.9% | -8.4% |
| YTD | +6.0% | -20.6% | +26.6% | +9.4% |
| 1Y | -5.8% | -26.4% | +20.6% | -1.8% |
| 3Y | +71.8% | +55.4% | +16.4% | +50.5% |
| 5Y | +106.2% | +9.8% | +96.4% | +88.2% |
| 10Y | +602.0% | +341.4% | +260.7% | +401.2% |
| All | +1,387.1% | +341.4% | +1,045.8% | +927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling