+107.7%
COST vs CMI
+164.8%
-57.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.1% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -4.7% | -12.4% | +7.7% | -3.1% |
| 3M | -7.1% | -14.8% | +7.7% | -5.5% |
| 6M | -8.5% | +0.8% | -9.3% | -10.2% |
| YTD | +5.4% | +10.2% | -4.8% | +1.3% |
| 1Y | -5.6% | +37.4% | -43.1% | -13.8% |
| 3Y | +68.5% | +153.3% | -84.8% | +28.7% |
| All | +107.7% | +164.8% | -57.1% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling