+107.7%
COST vs EFX
-36.2%
+143.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.2% | -4.5% | +3.3% | -0.1% |
| 30D | -4.7% | -6.1% | +1.4% | -3.4% |
| 3M | -7.1% | +6.2% | -13.3% | -8.9% |
| 6M | -8.5% | -11.2% | +2.7% | -6.7% |
| YTD | +5.4% | -21.4% | +26.8% | +10.2% |
| 1Y | -5.6% | -34.3% | +28.7% | +3.4% |
| 3Y | +68.5% | -12.5% | +81.0% | +62.0% |
| All | +107.7% | -36.2% | +143.9% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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