+124.5%
COST vs CPB
-33.2%
+157.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.8% |
| 7D | +5.0% | -1.6% | +6.6% | +5.2% |
| 30D | +12.8% | +19.2% | -6.4% | +10.1% |
| 3M | +15.2% | -1.0% | +16.1% | +15.1% |
| 6M | +7.4% | +15.2% | -7.8% | +5.0% |
| YTD | +29.0% | -13.1% | +42.1% | +30.7% |
| 1Y | +20.3% | -22.4% | +42.7% | +23.8% |
| 3Y | +99.0% | -35.3% | +134.3% | +106.0% |
| All | +124.5% | -33.2% | +157.7% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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