+4,372.7%
COST vs CSGP
+3,334.4%
+1,038.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -3.1% | -4.1% | +0.9% | -2.5% |
| 30D | -2.8% | +2.3% | -5.1% | -3.3% |
| 3M | -5.7% | -8.2% | +2.5% | -4.7% |
| 6M | -8.8% | -35.1% | +26.3% | -3.0% |
| YTD | +6.7% | -54.0% | +60.7% | +19.0% |
| 1Y | -3.6% | -65.3% | +61.7% | +12.3% |
| 3Y | +75.1% | -62.6% | +137.6% | +98.9% |
| 5Y | +108.9% | -64.8% | +173.7% | +136.3% |
| 10Y | +586.2% | +45.1% | +541.1% | +516.1% |
| All | +4,372.7% | +3,334.4% | +1,038.3% | +2,161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling