+104.4%
COST vs ESI
+74.4%
+30.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -2.8% | +3.9% | -6.7% | -3.4% |
| 30D | -5.3% | -3.8% | -1.5% | -4.8% |
| 3M | -6.7% | -13.1% | +6.5% | -5.4% |
| 6M | -9.9% | +11.3% | -21.3% | -14.1% |
| YTD | +5.1% | +44.1% | -39.0% | -6.4% |
| 1Y | -7.3% | +40.3% | -47.6% | -17.4% |
| 3Y | +70.4% | +84.1% | -13.7% | +35.1% |
| 5Y | +104.4% | +75.8% | +28.6% | +63.1% |
| All | +104.4% | +74.4% | +30.0% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling