+104.4%
COST vs EW
-29.9%
+134.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.8% | -5.1% | +2.3% | -1.7% |
| 30D | -5.3% | -6.4% | +1.1% | -3.9% |
| 3M | -6.7% | -1.6% | -5.1% | -6.4% |
| 6M | -9.9% | +2.3% | -12.2% | -10.7% |
| YTD | +5.1% | +1.1% | +4.0% | +4.4% |
| 1Y | -7.3% | +8.0% | -15.3% | -9.5% |
| 3Y | +70.4% | +16.3% | +54.0% | +57.0% |
| 5Y | +104.4% | -29.4% | +133.8% | +122.8% |
| All | +104.4% | -29.9% | +134.3% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling