+3,669.4%
COST vs EWZ
+439.1%
+3,230.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -5.3% | +8.2% | -13.4% | -6.9% |
| 3M | -6.7% | +13.3% | -20.0% | -9.2% |
| 6M | -9.9% | +3.6% | -13.5% | -11.1% |
| YTD | +5.1% | +21.0% | -15.8% | +0.4% |
| 1Y | -7.3% | +34.7% | -42.0% | -13.6% |
| 3Y | +70.4% | +48.3% | +22.1% | +54.1% |
| 5Y | +104.4% | +60.1% | +44.3% | +78.6% |
| 10Y | +609.0% | +92.6% | +516.4% | +450.2% |
| All | +3,669.4% | +439.1% | +3,230.4% | +1,782.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling