-9.2%
COST vs CMI
-0.3%
-9.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-10 to 2026-09-10.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | -0.1% |
| 7D | -2.5% | +0.8% | -3.3% | -2.4% |
| 30D | -4.4% | -12.8% | +8.3% | -5.9% |
| 3M | -8.1% | -12.4% | +4.4% | -9.7% |
| 6M | -9.2% | -0.9% | -8.4% | -11.6% |
| All | -9.2% | -0.3% | -9.0% | -11.6% |
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 2026-03-10 to 2026-09-10: 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…
2026-03-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling