+107.7%
COST vs CPNG
-49.8%
+157.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | -4.7% | -7.4% | +2.6% | -4.1% |
| 3M | -7.1% | -12.3% | +5.2% | -6.2% |
| 6M | -8.5% | -19.4% | +10.9% | -7.2% |
| YTD | +5.4% | -35.9% | +41.3% | +9.3% |
| 1Y | -5.6% | -53.4% | +47.8% | +1.5% |
| 3Y | +68.5% | -20.0% | +88.5% | +67.5% |
| All | +107.7% | -49.8% | +157.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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