+3,920.7%
COST vs EEM
+857.8%
+3,062.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.8% | +2.0% | -4.8% | -3.5% |
| 30D | -5.3% | +5.1% | -10.3% | -7.0% |
| 3M | -6.7% | +4.6% | -11.2% | -8.8% |
| 6M | -9.9% | +17.8% | -27.7% | -16.4% |
| YTD | +5.1% | +25.8% | -20.7% | -4.8% |
| 1Y | -7.3% | +36.4% | -43.7% | -18.7% |
| 3Y | +70.4% | +90.0% | -19.6% | +31.3% |
| 5Y | +104.4% | +46.6% | +57.8% | +72.0% |
| 10Y | +609.0% | +132.3% | +476.7% | +392.3% |
| All | +3,920.7% | +857.8% | +3,062.9% | +1,122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling