+104.4%
COST vs CP
+30.0%
+74.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -5.3% | -0.5% | -4.8% | -5.2% |
| 3M | -6.7% | +0.1% | -6.7% | -6.8% |
| 6M | -9.9% | +7.8% | -17.8% | -12.2% |
| YTD | +5.1% | +22.9% | -17.7% | -1.6% |
| 1Y | -7.3% | +21.3% | -28.6% | -13.1% |
| 3Y | +70.4% | +20.4% | +50.0% | +56.8% |
| 5Y | +104.4% | +34.9% | +69.5% | +76.6% |
| All | +104.4% | +30.0% | +74.4% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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