+191.0%
COST vs CPNG
-76.8%
+267.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -2.8% | -7.6% | +4.8% | -2.1% |
| 30D | -5.3% | -8.8% | +3.6% | -4.6% |
| 3M | -6.7% | -7.2% | +0.6% | -6.4% |
| 6M | -9.9% | -21.5% | +11.6% | -8.6% |
| YTD | +5.1% | -37.4% | +42.6% | +8.8% |
| 1Y | -7.3% | -54.3% | +47.1% | -1.0% |
| 3Y | +70.4% | -20.3% | +90.7% | +69.7% |
| 5Y | +104.4% | -51.2% | +155.6% | +98.7% |
| All | +191.0% | -76.8% | +267.7% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling