+11.9%
COST vs CNC
+122.0%
-110.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.6% | -10.0% | +2.2% |
| 7D | +6.6% | +13.4% | -6.7% | +6.2% |
| 30D | +13.5% | +18.2% | -4.7% | +12.8% |
| 3M | +10.6% | +18.6% | -8.1% | +10.0% |
| 6M | +3.6% | +41.9% | -38.3% | +2.5% |
| YTD | +22.1% | +84.7% | -62.6% | +19.6% |
| 1Y | +11.9% | +110.5% | -98.6% | +9.1% |
| All | +11.9% | +122.0% | -110.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling