+609.0%
COST vs CL
+54.1%
+554.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -2.8% | -2.3% | -0.5% | -1.8% |
| 30D | -5.3% | -5.5% | +0.2% | -2.8% |
| 3M | -6.7% | +0.8% | -7.5% | -7.1% |
| 6M | -9.9% | -4.2% | -5.7% | -8.5% |
| YTD | +5.1% | +13.4% | -8.3% | -1.4% |
| 1Y | -7.3% | +7.1% | -14.4% | -10.9% |
| 3Y | +70.4% | +29.0% | +41.4% | +46.1% |
| 5Y | +104.4% | +28.3% | +76.1% | +75.1% |
| 10Y | +609.0% | +57.3% | +551.7% | +435.8% |
| All | +609.0% | +54.1% | +554.9% | +435.8% |
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