+99.0%
COST vs EL
+3.0%
+96.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +5.0% | +1.5% | +3.5% | +4.9% |
| 30D | +12.8% | +10.0% | +2.8% | +12.4% |
| 3M | +15.2% | +28.4% | -13.2% | +14.2% |
| 6M | +7.4% | +37.1% | -29.6% | +6.2% |
| YTD | +29.0% | +7.8% | +21.2% | +28.6% |
| 1Y | +20.3% | +26.0% | -5.8% | +19.0% |
| 3Y | +99.0% | +3.8% | +95.2% | +88.8% |
| All | +99.0% | +3.0% | +96.0% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling