+758.9%
COST vs CL
+78.1%
+680.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.6% | +2.6% | +2.0% | +3.4% |
| 30D | +12.8% | +11.8% | +1.0% | +7.2% |
| 3M | +12.1% | +5.9% | +6.2% | +9.1% |
| 6M | +6.0% | +13.3% | -7.3% | 0.0% |
| YTD | +24.4% | +27.1% | -2.7% | +10.7% |
| 1Y | +17.1% | +28.0% | -10.9% | +3.8% |
| 3Y | +92.2% | +39.4% | +52.8% | +59.4% |
| 5Y | +122.5% | +40.8% | +81.8% | +82.8% |
| 10Y | +758.9% | +84.9% | +674.1% | +510.5% |
| All | +758.9% | +78.1% | +680.8% | +510.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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