+3,162.8%
COST vs CNC
+5,399.6%
-2,236.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -2.5% | -3.9% | +1.4% | -2.0% |
| 30D | -4.4% | +0.8% | -5.2% | -4.6% |
| 3M | -8.1% | +0.1% | -8.2% | -8.4% |
| 6M | -9.2% | +79.7% | -88.9% | -16.7% |
| YTD | +5.1% | +58.9% | -53.8% | -2.4% |
| 1Y | -5.1% | +109.1% | -114.2% | -15.6% |
| 3Y | +70.4% | 0.0% | +70.4% | +62.7% |
| 5Y | +104.7% | +9.5% | +95.2% | +91.4% |
| 10Y | +608.8% | +95.7% | +513.2% | +490.2% |
| All | +3,162.8% | +5,399.6% | -2,236.9% | +1,456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling