+14,046.2%
COST vs CPB
+345.1%
+13,701.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +2.5% | -5.8% | +8.3% | +4.2% |
| 30D | +14.6% | +16.5% | -1.9% | +9.6% |
| 3M | +15.2% | -1.1% | +16.3% | +15.0% |
| 6M | +7.2% | +11.5% | -4.3% | +3.1% |
| YTD | +27.4% | -15.7% | +43.2% | +31.8% |
| 1Y | +20.2% | -24.7% | +44.9% | +28.3% |
| 3Y | +96.9% | -37.3% | +134.1% | +116.6% |
| 5Y | +122.8% | -35.0% | +157.9% | +139.8% |
| 10Y | +764.3% | -41.0% | +805.3% | +817.5% |
| All | +14,046.2% | +345.1% | +13,701.1% | +6,907.8% |
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