+13,709.1%
COST vs CMS
+471.3%
+13,237.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | +12.8% | +7.1% | +5.7% | +10.9% |
| 3M | +12.7% | -1.3% | +13.9% | +13.0% |
| 6M | +6.0% | -2.7% | +8.7% | +6.6% |
| YTD | +24.4% | +2.6% | +21.7% | +23.4% |
| 1Y | +16.2% | -2.0% | +18.2% | +16.6% |
| 3Y | +96.9% | +39.6% | +57.3% | +79.7% |
| 5Y | +121.1% | +35.3% | +85.8% | +102.5% |
| 10Y | +758.4% | +132.3% | +626.1% | +584.1% |
| All | +13,709.1% | +471.3% | +13,237.8% | +7,015.3% |
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 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