+13,986.6%
COST vs CMS
+471.9%
+13,514.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +3.9% | -1.1% | +5.0% | +4.2% |
| 30D | +13.5% | +6.6% | +7.0% | +11.8% |
| 3M | +15.3% | +0.8% | +14.5% | +15.1% |
| 6M | +9.2% | -3.3% | +12.5% | +10.0% |
| YTD | +26.9% | +2.7% | +24.1% | +25.8% |
| 1Y | +19.7% | -4.0% | +23.7% | +20.7% |
| 3Y | +96.0% | +37.6% | +58.4% | +79.6% |
| 5Y | +124.0% | +35.4% | +88.6% | +105.2% |
| 10Y | +760.6% | +136.0% | +624.6% | +583.4% |
| All | +13,986.6% | +471.9% | +13,514.7% | +7,156.4% |
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