+604.2%
COST vs CLF
+128.8%
+475.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | -2.5% | -3.7% | +1.2% | -2.3% |
| 30D | -4.4% | -4.7% | +0.2% | -4.2% |
| 3M | -8.1% | -4.7% | -3.4% | -8.1% |
| 6M | -9.2% | +24.0% | -33.3% | -11.2% |
| YTD | +5.1% | -10.9% | +16.0% | +4.8% |
| 1Y | -5.1% | +4.0% | -9.1% | -7.1% |
| 3Y | +70.4% | -16.9% | +87.3% | +65.4% |
| 5Y | +104.7% | -49.3% | +154.0% | +102.7% |
| All | +604.2% | +128.8% | +475.4% | +498.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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