+11,743.1%
COST vs CP
+7,669.4%
+4,073.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -3.1% | -2.7% | -0.5% | -2.5% |
| 30D | -2.8% | +0.2% | -3.0% | -2.9% |
| 3M | -5.7% | +2.6% | -8.2% | -6.4% |
| 6M | -8.8% | +6.0% | -14.7% | -10.5% |
| YTD | +6.7% | +24.9% | -18.3% | -0.1% |
| 1Y | -3.6% | +20.1% | -23.8% | -8.9% |
| 3Y | +75.1% | +16.4% | +58.7% | +64.7% |
| 5Y | +108.9% | +31.7% | +77.2% | +88.5% |
| 10Y | +586.2% | +223.9% | +362.3% | +370.8% |
| All | +11,743.1% | +7,669.4% | +4,073.6% | +2,783.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling