+104.4%
COST vs CPB
-38.1%
+142.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.8% | -8.0% | +5.2% | -1.7% |
| 30D | -5.3% | -2.4% | -2.9% | -5.0% |
| 3M | -6.7% | +0.5% | -7.2% | -6.9% |
| 6M | -9.9% | -10.5% | +0.5% | -8.9% |
| YTD | +5.1% | -17.5% | +22.7% | +7.3% |
| 1Y | -7.3% | -31.0% | +23.7% | -3.0% |
| 3Y | +70.4% | -40.6% | +111.0% | +79.3% |
| 5Y | +104.4% | -37.7% | +142.1% | +117.3% |
| All | +104.4% | -38.1% | +142.5% | +117.3% |
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