+2,562.9%
COST vs CMG
+3,914.4%
-1,351.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.5% | -3.8% | +1.3% | -1.7% |
| 30D | -4.4% | +12.9% | -17.3% | -6.8% |
| 3M | -8.1% | +18.8% | -26.9% | -11.9% |
| 6M | -9.2% | +4.1% | -13.3% | -10.9% |
| YTD | +5.1% | -2.4% | +7.5% | +4.3% |
| 1Y | -5.1% | -6.7% | +1.6% | -5.7% |
| 3Y | +70.4% | -7.1% | +77.5% | +67.1% |
| 5Y | +104.7% | -5.0% | +109.7% | +96.8% |
| 10Y | +608.8% | +323.5% | +285.3% | +384.1% |
| All | +2,562.9% | +3,914.4% | -1,351.5% | +884.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling