+606.1%
COST vs EL
+26.1%
+579.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.2% | -6.5% | +5.3% | -0.1% |
| 30D | -4.7% | +11.1% | -15.9% | -6.6% |
| 3M | -7.1% | +10.7% | -17.8% | -9.1% |
| 6M | -8.5% | +6.9% | -15.4% | -10.5% |
| YTD | +5.4% | -6.3% | +11.7% | +4.8% |
| 1Y | -5.6% | +13.5% | -19.1% | -10.1% |
| 3Y | +68.5% | -33.1% | +101.5% | +73.2% |
| 5Y | +105.2% | -68.8% | +174.0% | +159.0% |
| All | +606.1% | +26.1% | +579.9% | +519.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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