+124.5%
COST vs CSGP
-62.5%
+187.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.8% |
| 7D | +5.0% | +1.3% | +3.7% | +4.7% |
| 30D | +12.8% | +2.8% | +10.0% | +11.8% |
| 3M | +15.2% | -6.3% | +21.5% | +15.9% |
| 6M | +7.4% | -3.2% | +10.6% | +7.0% |
| YTD | +29.0% | -54.0% | +83.0% | +47.2% |
| 1Y | +20.3% | -54.8% | +75.1% | +37.7% |
| 3Y | +99.0% | -60.6% | +159.6% | +128.6% |
| All | +124.5% | -62.5% | +187.0% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling