+604.4%
COST vs CNH
+164.7%
+439.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | -2.8% | +1.8% | -4.6% | -3.1% |
| 30D | -5.3% | +32.6% | -37.9% | -9.3% |
| 3M | -6.7% | +29.4% | -36.1% | -10.6% |
| 6M | -9.9% | +26.0% | -35.9% | -13.8% |
| YTD | +5.1% | +52.2% | -47.1% | -2.4% |
| 1Y | -7.3% | +23.9% | -31.2% | -11.3% |
| 3Y | +70.4% | +10.1% | +60.3% | +63.0% |
| 5Y | +104.4% | +13.2% | +91.3% | +91.5% |
| All | +604.4% | +164.7% | +439.7% | +452.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling