+121.1%
COST vs CMS
+36.1%
+85.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +12.8% | +7.1% | +5.7% | +10.4% |
| 3M | +12.7% | -1.3% | +13.9% | +13.0% |
| 6M | +6.0% | -2.7% | +8.7% | +6.8% |
| YTD | +24.4% | +2.6% | +21.7% | +23.2% |
| 1Y | +16.2% | -2.0% | +18.2% | +16.7% |
| 3Y | +96.9% | +39.6% | +57.3% | +73.5% |
| 5Y | +121.1% | +35.3% | +85.8% | +97.9% |
| All | +121.1% | +36.1% | +85.0% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling