+758.9%
COST vs CSGP
+61.5%
+697.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | +4.6% | -3.2% | +7.8% | +5.3% |
| 30D | +12.8% | +2.2% | +10.5% | +11.7% |
| 3M | +12.1% | -3.7% | +15.7% | +12.1% |
| 6M | +6.0% | -7.4% | +13.5% | +6.5% |
| YTD | +24.4% | -54.9% | +79.3% | +44.3% |
| 1Y | +17.1% | -54.9% | +72.0% | +35.8% |
| 3Y | +92.2% | -61.9% | +154.1% | +126.3% |
| 5Y | +122.5% | -63.1% | +185.6% | +157.4% |
| 10Y | +758.9% | +65.1% | +693.8% | +686.1% |
| All | +758.9% | +61.5% | +697.5% | +686.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling