+760.1%
COST vs SPG
+113.9%
+646.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +5.0% | +2.0% | +3.0% | +4.7% |
| 30D | +12.8% | +17.2% | -4.4% | +10.5% |
| 3M | +15.2% | +6.3% | +8.9% | +14.2% |
| 6M | +7.4% | +18.7% | -11.3% | +5.0% |
| YTD | +29.0% | +30.1% | -1.0% | +24.5% |
| 1Y | +20.3% | +32.8% | -12.5% | +15.7% |
| 3Y | +99.0% | +133.6% | -34.6% | +78.1% |
| 5Y | +125.7% | +84.4% | +41.3% | +104.3% |
| All | +760.1% | +113.9% | +646.2% | +790.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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