+606.1%
COST vs EME
+1,362.1%
-756.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | -0.4% |
| 7D | -1.2% | +3.5% | -4.7% | -1.7% |
| 30D | -4.7% | -6.3% | +1.6% | -3.9% |
| 3M | -7.1% | -3.8% | -3.4% | -7.2% |
| 6M | -8.5% | +8.5% | -17.0% | -11.0% |
| YTD | +5.4% | +27.8% | -22.4% | -0.8% |
| 1Y | -5.6% | +22.2% | -27.8% | -11.4% |
| 3Y | +68.5% | +253.5% | -185.0% | +20.9% |
| 5Y | +105.2% | +578.6% | -473.4% | +24.9% |
| All | +606.1% | +1,362.1% | -756.1% | +262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling