+760.1%
COST vs EW
+254.3%
+505.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +5.0% | +4.9% | +0.1% | +3.9% |
| 30D | +12.8% | +23.9% | -11.1% | +7.5% |
| 3M | +15.2% | +15.8% | -0.6% | +11.4% |
| 6M | +7.4% | +31.7% | -24.2% | +0.7% |
| YTD | +29.0% | +25.7% | +3.3% | +21.8% |
| 1Y | +20.3% | +24.4% | -4.1% | +13.8% |
| 3Y | +99.0% | +65.9% | +33.1% | +69.9% |
| 5Y | +125.7% | -7.6% | +133.3% | +119.8% |
| All | +760.1% | +254.3% | +505.8% | +557.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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