+606.1%
COST vs ESI
+312.8%
+293.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.2% | -4.6% | +3.4% | -0.5% |
| 30D | -4.7% | -10.5% | +5.8% | -3.3% |
| 3M | -7.1% | -19.8% | +12.7% | -4.6% |
| 6M | -8.5% | +5.8% | -14.3% | -11.1% |
| YTD | +5.4% | +38.3% | -32.9% | -2.8% |
| 1Y | -5.6% | +31.5% | -37.1% | -12.5% |
| 3Y | +68.5% | +80.7% | -12.2% | +44.6% |
| 5Y | +105.2% | +69.4% | +35.8% | +76.3% |
| All | +606.1% | +312.8% | +293.3% | +428.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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