+104.4%
COST vs EMB
+7.1%
+97.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -0.3% | -5.0% | -5.1% |
| 3M | -6.7% | -0.3% | -6.4% | -6.5% |
| 6M | -9.9% | +0.7% | -10.7% | -10.6% |
| YTD | +5.1% | +1.3% | +3.9% | +4.0% |
| 1Y | -7.3% | +4.7% | -12.0% | -10.6% |
| 3Y | +70.4% | +30.1% | +40.3% | +40.4% |
| 5Y | +104.4% | +6.9% | +97.6% | +100.9% |
| All | +104.4% | +7.1% | +97.3% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling