+609.0%
COST vs CMS
+116.0%
+493.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.8% | +0.2% | -2.9% | -2.8% |
| 30D | -5.3% | -1.3% | -4.0% | -4.9% |
| 3M | -6.7% | -5.4% | -1.3% | -4.9% |
| 6M | -9.9% | -10.3% | +0.4% | -6.7% |
| YTD | +5.1% | -0.2% | +5.4% | +5.0% |
| 1Y | -7.3% | -0.9% | -6.4% | -7.4% |
| 3Y | +70.4% | +34.0% | +36.4% | +51.1% |
| 5Y | +104.4% | +23.6% | +80.9% | +85.7% |
| 10Y | +609.0% | +122.2% | +486.8% | +439.5% |
| All | +609.0% | +116.0% | +493.0% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling