+604.2%
COST vs EMB
+30.4%
+573.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -2.5% | -1.1% | -1.4% | -1.8% |
| 30D | -4.4% | -1.1% | -3.4% | -3.8% |
| 3M | -8.1% | -0.8% | -7.3% | -7.7% |
| 6M | -9.2% | -0.1% | -9.2% | -9.4% |
| YTD | +5.1% | +0.4% | +4.7% | +4.6% |
| 1Y | -5.1% | +3.3% | -8.4% | -7.2% |
| 3Y | +70.4% | +29.0% | +41.3% | +45.4% |
| 5Y | +104.7% | +6.3% | +98.4% | +93.0% |
| All | +604.2% | +30.4% | +573.8% | +525.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling