+106.2%
COST vs CL
+30.0%
+76.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -3.2% | -1.4% | -1.8% | -2.7% |
| 30D | -4.0% | -5.2% | +1.2% | -1.9% |
| 3M | -6.5% | +3.3% | -9.8% | -7.6% |
| 6M | -8.5% | -4.4% | -4.2% | -7.1% |
| YTD | +6.0% | +13.9% | -7.9% | +0.2% |
| 1Y | -5.8% | +7.6% | -13.4% | -9.0% |
| 3Y | +71.8% | +29.6% | +42.3% | +45.9% |
| 5Y | +106.2% | +28.1% | +78.2% | +79.3% |
| All | +106.2% | +30.0% | +76.2% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling