+106.2%
COST vs CMS
+26.5%
+79.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -3.2% | +1.2% | -4.4% | -3.5% |
| 30D | -4.0% | -3.2% | -0.8% | -3.1% |
| 3M | -6.5% | -2.2% | -4.3% | -5.8% |
| 6M | -8.5% | -9.4% | +0.9% | -5.9% |
| YTD | +6.0% | +0.7% | +5.3% | +5.7% |
| 1Y | -5.8% | +0.4% | -6.2% | -6.1% |
| 3Y | +71.8% | +35.2% | +36.7% | +53.4% |
| 5Y | +106.2% | +24.1% | +82.1% | +91.3% |
| All | +106.2% | +26.5% | +79.7% | +91.3% |
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