+68.5%
COST vs CMG
-7.3%
+75.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | -4.7% | +10.9% | -15.6% | -6.1% |
| 3M | -7.1% | +15.8% | -23.0% | -9.7% |
| 6M | -8.5% | +6.9% | -15.5% | -10.0% |
| YTD | +5.4% | -2.2% | +7.5% | +5.1% |
| 1Y | -5.6% | -7.1% | +1.5% | -5.7% |
| 3Y | +68.5% | -7.1% | +75.6% | +63.5% |
| All | +68.5% | -7.3% | +75.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 3y: compounded portfolio wealth divided by compounded CMG 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…
3y analysis · Full analysis span regression · 6 months rolling