+11.9%
COST vs CMI
+10.9%
+1.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.8% | +8.4% | +2.2% |
| 7D | +6.6% | -11.2% | +17.8% | +5.7% |
| 30D | +13.5% | -9.8% | +23.3% | +12.6% |
| 3M | +10.6% | -25.5% | +36.1% | +8.3% |
| 6M | +3.6% | -27.7% | +31.3% | +1.1% |
| YTD | +22.1% | -6.6% | +28.7% | +20.8% |
| 1Y | +11.9% | +11.7% | +0.2% | +14.7% |
| All | +11.9% | +10.9% | +1.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling