+124.5%
COST vs EL
-65.2%
+189.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +5.0% | +1.5% | +3.5% | +4.8% |
| 30D | +12.8% | +10.0% | +2.8% | +11.5% |
| 3M | +15.2% | +28.4% | -13.2% | +11.6% |
| 6M | +7.4% | +37.1% | -29.6% | +2.9% |
| YTD | +29.0% | +7.8% | +21.2% | +26.5% |
| 1Y | +20.3% | +26.0% | -5.8% | +15.2% |
| 3Y | +99.0% | +3.8% | +95.2% | +88.0% |
| All | +124.5% | -65.2% | +189.7% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling