-3.6%
COST vs EME
+19.7%
-23.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -0.9% |
| 7D | -3.1% | +1.9% | -5.0% | -3.0% |
| 30D | -2.8% | -8.3% | +5.5% | -3.5% |
| 3M | -5.7% | -10.7% | +5.1% | -6.0% |
| 6M | -8.8% | +1.9% | -10.7% | -8.4% |
| YTD | +6.7% | +23.5% | -16.8% | +9.3% |
| 1Y | -3.6% | +18.0% | -21.6% | +0.6% |
| All | -3.6% | +19.7% | -23.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling