+96.5%
COST vs CSGP
-62.0%
+158.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +2.5% | -6.1% | +8.6% | +3.2% |
| 30D | +14.6% | +0.3% | +14.2% | +14.3% |
| 3M | +15.2% | -1.3% | +16.5% | +15.1% |
| 6M | +7.2% | -8.9% | +16.1% | +7.6% |
| YTD | +27.4% | -55.2% | +82.6% | +36.5% |
| 1Y | +20.2% | -56.4% | +76.6% | +29.2% |
| All | +96.5% | -62.0% | +158.5% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling