+106.1%
COST vs CNH
+9.9%
+96.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | 0.0% |
| 7D | -3.2% | +8.8% | -12.0% | -4.2% |
| 30D | -4.0% | +24.7% | -28.6% | -6.7% |
| 3M | -6.5% | +27.3% | -33.8% | -9.5% |
| 6M | -8.5% | +23.2% | -31.7% | -11.4% |
| YTD | +6.0% | +48.9% | -42.9% | -0.2% |
| 1Y | -5.8% | +19.4% | -25.2% | -8.7% |
| 3Y | +71.8% | +7.8% | +64.1% | +66.9% |
| All | +106.1% | +9.9% | +96.2% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling