+104.7%
COST vs EL
-69.5%
+174.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -2.5% | -4.4% | +1.9% | -2.0% |
| 30D | -4.4% | +10.3% | -14.7% | -5.7% |
| 3M | -8.1% | +13.4% | -21.4% | -9.7% |
| 6M | -9.2% | +3.1% | -12.3% | -10.1% |
| YTD | +5.1% | -6.9% | +12.0% | +5.0% |
| 1Y | -5.1% | +11.9% | -17.0% | -8.1% |
| 3Y | +70.4% | -33.8% | +104.2% | +77.9% |
| 5Y | +104.7% | -69.0% | +173.7% | +177.7% |
| All | +104.7% | -69.5% | +174.2% | +177.7% |
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