+106.2%
COST vs CLF
-48.3%
+154.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -3.2% | +6.5% | -9.7% | -3.6% |
| 30D | -4.0% | +0.2% | -4.2% | -4.0% |
| 3M | -6.5% | -3.1% | -3.4% | -6.6% |
| 6M | -8.5% | +25.0% | -33.6% | -10.6% |
| YTD | +6.0% | -7.5% | +13.5% | +5.6% |
| 1Y | -5.8% | +11.5% | -17.3% | -8.6% |
| 3Y | +71.8% | -13.7% | +85.5% | +65.4% |
| 5Y | +106.2% | -47.0% | +153.2% | +107.9% |
| All | +106.2% | -48.3% | +154.5% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling