+21,612.0%
COST vs EME
+61,154.1%
-39,542.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -2.8% | +2.7% | -5.5% | -3.3% |
| 30D | -5.3% | -6.8% | +1.5% | -4.1% |
| 3M | -6.7% | -8.8% | +2.2% | -6.0% |
| 6M | -9.9% | +5.0% | -14.9% | -12.1% |
| YTD | +5.1% | +23.5% | -18.4% | -0.9% |
| 1Y | -7.3% | +21.3% | -28.6% | -13.2% |
| 3Y | +70.4% | +241.1% | -170.7% | +25.7% |
| 5Y | +104.4% | +549.2% | -444.7% | +31.0% |
| 10Y | +609.0% | +1,306.4% | -697.4% | +272.1% |
| All | +21,612.0% | +61,154.1% | -39,542.1% | +7,519.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling