+107.7%
COST vs EEM
+45.2%
+62.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -4.7% | +2.1% | -6.8% | -5.2% |
| 3M | -7.1% | +1.0% | -8.1% | -7.7% |
| 6M | -8.5% | +15.9% | -24.5% | -13.8% |
| YTD | +5.4% | +24.6% | -19.3% | -3.6% |
| 1Y | -5.6% | +32.3% | -37.9% | -15.9% |
| 3Y | +68.5% | +85.9% | -17.4% | +28.0% |
| All | +107.7% | +45.2% | +62.5% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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