-5.6%
COST vs EXE
+1.0%
-6.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -1.2% | -3.1% | +1.9% | -1.0% |
| 30D | -4.7% | -0.9% | -3.8% | -4.7% |
| 3M | -7.1% | +9.6% | -16.7% | -7.7% |
| 6M | -8.5% | -11.6% | +3.1% | -8.5% |
| YTD | +5.4% | -12.6% | +17.9% | +5.5% |
| 1Y | -5.6% | +1.2% | -6.8% | -4.5% |
| All | -5.6% | +1.0% | -6.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling