+13,708.5%
COST vs CP
+7,872.5%
+5,836.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +12.1% | +3.8% | +8.2% | +10.8% |
| 6M | +6.0% | +9.5% | -3.5% | +3.2% |
| YTD | +24.4% | +28.2% | -3.8% | +15.6% |
| 1Y | +17.1% | +33.0% | -15.8% | +7.8% |
| 3Y | +92.2% | +35.5% | +56.6% | +73.6% |
| 5Y | +122.5% | +25.8% | +96.7% | +103.4% |
| 10Y | +758.9% | +250.7% | +508.2% | +477.4% |
| All | +13,708.5% | +7,872.5% | +5,836.0% | +3,237.3% |
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