+104.4%
COST vs ELF
+230.6%
-126.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.5% |
| 7D | -2.8% | -6.8% | +4.0% | -2.3% |
| 30D | -5.3% | +5.1% | -10.3% | -5.7% |
| 3M | -6.7% | +79.8% | -86.4% | -11.2% |
| 6M | -9.9% | +29.7% | -39.7% | -12.3% |
| YTD | +5.1% | +31.6% | -26.5% | +1.8% |
| 1Y | -7.3% | -27.9% | +20.6% | -6.0% |
| 3Y | +70.4% | -26.4% | +96.8% | +62.4% |
| 5Y | +104.4% | +235.6% | -131.2% | +14.1% |
| All | +104.4% | +230.6% | -126.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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