+122.5%
COST vs CP
+25.5%
+97.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.6% | +2.8% | +1.8% | +3.8% |
| 30D | +12.8% | +11.0% | +1.7% | +9.5% |
| 3M | +12.1% | +3.8% | +8.2% | +10.7% |
| 6M | +6.0% | +9.5% | -3.5% | +3.1% |
| YTD | +24.4% | +28.2% | -3.8% | +14.8% |
| 1Y | +17.1% | +33.0% | -15.8% | +6.9% |
| 3Y | +92.2% | +35.5% | +56.6% | +69.5% |
| 5Y | +122.5% | +25.8% | +96.7% | +97.8% |
| All | +122.5% | +25.5% | +97.0% | +97.8% |
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