+760.1%
COST vs EMB
+36.5%
+723.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.0% | -0.9% | +5.9% | +5.6% |
| 30D | +12.8% | +0.4% | +12.5% | +12.6% |
| 3M | +15.2% | -3.1% | +18.3% | +17.4% |
| 6M | +7.4% | -2.1% | +9.5% | +8.7% |
| YTD | +29.0% | -1.1% | +30.1% | +29.6% |
| 1Y | +20.3% | -0.1% | +20.3% | +20.0% |
| 3Y | +99.0% | +29.6% | +69.4% | +68.8% |
| 5Y | +125.7% | +7.2% | +118.5% | +112.1% |
| All | +760.1% | +36.5% | +723.7% | +656.0% |
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