+5,053.5%
COST vs CSGP
+3,294.4%
+1,759.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.4% |
| 7D | +4.1% | +1.3% | +2.8% | +3.9% |
| 30D | +12.0% | +10.7% | +1.3% | +9.8% |
| 3M | +11.2% | +3.3% | +7.9% | +10.0% |
| 6M | +6.1% | -10.3% | +16.5% | +7.0% |
| YTD | +22.9% | -54.6% | +77.5% | +36.8% |
| 1Y | +14.7% | -54.6% | +69.4% | +27.7% |
| 3Y | +92.3% | -60.3% | +152.7% | +115.7% |
| 5Y | +116.6% | -63.3% | +179.9% | +142.7% |
| 10Y | +775.4% | +66.5% | +708.9% | +667.9% |
| All | +5,053.5% | +3,294.4% | +1,759.0% | +2,499.5% |
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