+760.1%
COST vs CL
+88.0%
+672.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | +5.0% | +3.2% | +1.8% | +3.5% |
| 30D | +12.8% | +8.0% | +4.8% | +8.9% |
| 3M | +15.2% | +7.9% | +7.3% | +11.2% |
| 6M | +7.4% | +14.7% | -7.3% | +0.7% |
| YTD | +29.0% | +29.2% | -0.1% | +14.0% |
| 1Y | +20.3% | +29.5% | -9.3% | +6.0% |
| 3Y | +99.0% | +40.7% | +58.3% | +64.4% |
| 5Y | +125.7% | +43.9% | +81.8% | +83.4% |
| All | +760.1% | +88.0% | +672.1% | +501.0% |
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