+1,841.2%
COST vs EMB
+132.1%
+1,709.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -5.7% | -0.4% | -5.3% | -5.5% |
| 6M | -8.8% | +0.1% | -8.9% | -8.9% |
| YTD | +6.7% | +1.6% | +5.1% | +5.9% |
| 1Y | -3.6% | +5.6% | -9.3% | -5.9% |
| 3Y | +75.1% | +29.8% | +45.3% | +57.4% |
| 5Y | +108.9% | +7.3% | +101.6% | +99.7% |
| 10Y | +586.2% | +30.4% | +555.7% | +521.9% |
| All | +1,841.2% | +132.1% | +1,709.1% | +1,461.7% |
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