+11,743.1%
COST vs CMS
+457.8%
+11,285.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -2.8% | -3.6% | +0.8% | -1.9% |
| 3M | -5.7% | -1.9% | -3.8% | -5.3% |
| 6M | -8.8% | -11.0% | +2.2% | -6.2% |
| YTD | +6.7% | +0.2% | +6.5% | +6.5% |
| 1Y | -3.6% | -1.3% | -2.3% | -3.6% |
| 3Y | +75.1% | +35.9% | +39.1% | +60.6% |
| 5Y | +108.9% | +23.1% | +85.8% | +95.7% |
| 10Y | +586.2% | +117.9% | +468.3% | +454.7% |
| All | +11,743.1% | +457.8% | +11,285.3% | +6,038.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling