+107.7%
COST vs ELV
+24.6%
+83.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.5% |
| 7D | -1.2% | +2.8% | -4.0% | -1.6% |
| 30D | -4.7% | +4.9% | -9.6% | -5.4% |
| 3M | -7.1% | +4.9% | -12.0% | -8.0% |
| 6M | -8.5% | +45.1% | -53.6% | -14.1% |
| YTD | +5.4% | +20.7% | -15.3% | +1.6% |
| 1Y | -5.6% | +35.0% | -40.7% | -11.0% |
| 3Y | +68.5% | -2.4% | +70.9% | +65.7% |
| All | +107.7% | +24.6% | +83.2% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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