-3.6%
COST vs CNC
+129.2%
-132.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -3.1% | +3.5% | -6.7% | -3.2% |
| 30D | -2.8% | +0.1% | -2.9% | -2.8% |
| 3M | -5.7% | +6.9% | -12.6% | -5.8% |
| 6M | -8.8% | +49.0% | -57.8% | -9.6% |
| YTD | +6.7% | +62.9% | -56.3% | +5.6% |
| 1Y | -3.6% | +134.0% | -137.6% | -6.6% |
| All | -3.6% | +129.2% | -132.8% | -6.6% |
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