+2,248.4%
COST vs EMB
+126.0%
+2,122.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.0% | -0.9% | +5.9% | +5.4% |
| 30D | +12.8% | +0.4% | +12.5% | +12.7% |
| 3M | +15.2% | -3.1% | +18.3% | +16.7% |
| 6M | +7.4% | -2.1% | +9.5% | +8.2% |
| YTD | +29.0% | -1.1% | +30.1% | +29.5% |
| 1Y | +20.3% | -0.1% | +20.3% | +20.2% |
| 3Y | +99.0% | +29.6% | +69.4% | +79.1% |
| 5Y | +125.7% | +7.2% | +118.5% | +116.2% |
| 10Y | +775.3% | +35.5% | +739.9% | +689.9% |
| All | +2,248.4% | +126.0% | +2,122.4% | +1,809.7% |
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