-9.9%
COST vs EWZ
+6.0%
-15.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -1.0% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -5.3% | +8.2% | -13.4% | -4.2% |
| 3M | -6.7% | +13.3% | -20.0% | -5.0% |
| 6M | -9.9% | +3.6% | -13.5% | -9.9% |
| All | -9.9% | +6.0% | -15.9% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling