+876.3%
COST vs ESI
+226.4%
+649.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.2% | +5.4% | -8.6% | -3.7% |
| 30D | -4.0% | -4.2% | +0.2% | -3.6% |
| 3M | -6.5% | -9.6% | +3.1% | -6.0% |
| 6M | -8.5% | +18.3% | -26.9% | -11.4% |
| YTD | +6.0% | +45.8% | -39.8% | -0.2% |
| 1Y | -5.8% | +39.2% | -45.0% | -11.1% |
| 3Y | +71.8% | +86.3% | -14.4% | +54.7% |
| 5Y | +106.2% | +76.2% | +30.0% | +85.6% |
| 10Y | +602.0% | +306.8% | +295.3% | +475.5% |
| All | +876.3% | +226.4% | +649.8% | +731.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling