+107.7%
COST vs EWZ
+59.6%
+48.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | -4.7% | +12.8% | -17.5% | -6.3% |
| 3M | -7.1% | +10.8% | -17.9% | -8.5% |
| 6M | -8.5% | +2.5% | -11.0% | -9.1% |
| YTD | +5.4% | +21.4% | -16.0% | +1.7% |
| 1Y | -5.6% | +32.8% | -38.4% | -10.5% |
| 3Y | +68.5% | +45.2% | +23.3% | +56.2% |
| All | +107.7% | +59.6% | +48.1% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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