+2,218.7%
COST vs EMB
+126.5%
+2,092.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.5% | -0.7% | +3.2% | +2.8% |
| 30D | +14.6% | +0.5% | +14.1% | +14.3% |
| 3M | +15.2% | -2.5% | +17.7% | +16.4% |
| 6M | +7.2% | -2.0% | +9.2% | +8.0% |
| YTD | +27.4% | -0.9% | +28.3% | +27.7% |
| 1Y | +20.2% | -0.3% | +20.5% | +20.2% |
| 3Y | +96.9% | +29.2% | +67.7% | +77.4% |
| 5Y | +122.8% | +7.4% | +115.4% | +113.3% |
| 10Y | +764.3% | +35.8% | +728.5% | +679.1% |
| All | +2,218.7% | +126.5% | +2,092.2% | +1,783.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling