+760.1%
COST vs EXC
+205.3%
+554.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +5.0% | +1.4% | +3.6% | +4.6% |
| 30D | +12.8% | +8.6% | +4.2% | +10.0% |
| 3M | +15.2% | +2.4% | +12.8% | +14.3% |
| 6M | +7.4% | +6.5% | +0.9% | +5.2% |
| YTD | +29.0% | +9.0% | +20.0% | +25.2% |
| 1Y | +20.3% | +4.6% | +15.7% | +18.2% |
| 3Y | +99.0% | +33.5% | +65.5% | +79.1% |
| 5Y | +125.7% | +41.4% | +84.3% | +98.2% |
| All | +760.1% | +205.3% | +554.8% | +529.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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