+11,573.1%
COST vs EFX
+6,078.9%
+5,494.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.3% |
| 7D | -2.8% | -9.4% | +6.6% | -0.1% |
| 30D | -5.3% | -6.9% | +1.6% | -3.5% |
| 3M | -6.7% | +0.1% | -6.8% | -7.3% |
| 6M | -9.9% | -17.3% | +7.4% | -6.1% |
| YTD | +5.1% | -21.8% | +27.0% | +10.5% |
| 1Y | -7.3% | -32.5% | +25.2% | +1.3% |
| 3Y | +70.4% | -12.3% | +82.7% | +67.4% |
| 5Y | +104.4% | -36.6% | +141.0% | +116.7% |
| 10Y | +609.0% | +41.0% | +568.0% | +464.5% |
| All | +11,573.1% | +6,078.9% | +5,494.2% | +3,136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling