+11,743.1%
COST vs CPB
+325.7%
+11,417.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.1% |
| 7D | -3.1% | -8.6% | +5.4% | -0.8% |
| 30D | -2.8% | -7.2% | +4.5% | -0.9% |
| 3M | -5.7% | +0.9% | -6.6% | -6.4% |
| 6M | -8.8% | -11.8% | +3.0% | -6.2% |
| YTD | +6.7% | -19.4% | +26.1% | +12.1% |
| 1Y | -3.6% | -30.4% | +26.7% | +5.2% |
| 3Y | +75.1% | -40.2% | +115.2% | +95.4% |
| 5Y | +108.9% | -39.5% | +148.4% | +130.0% |
| 10Y | +586.2% | -47.4% | +633.6% | +656.2% |
| All | +11,743.1% | +325.7% | +11,417.3% | +5,859.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling