+609.0%
COST vs ES
+83.1%
+525.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -1.0% | -4.2% | -5.0% |
| 3M | -6.7% | +1.5% | -8.1% | -7.1% |
| 6M | -9.9% | -3.5% | -6.5% | -9.3% |
| YTD | +5.1% | +7.0% | -1.8% | +2.9% |
| 1Y | -7.3% | +15.3% | -22.6% | -11.7% |
| 3Y | +70.4% | +30.2% | +40.2% | +53.1% |
| 5Y | +104.4% | -4.3% | +108.7% | +103.1% |
| 10Y | +609.0% | +87.5% | +521.5% | +492.1% |
| All | +609.0% | +83.1% | +525.9% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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