+170.8%
COST vs EXE
+192.2%
-21.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | -4.0% | +6.4% | -10.4% | -4.5% |
| 3M | -6.5% | +9.2% | -15.7% | -7.2% |
| 6M | -8.5% | -7.0% | -1.5% | -8.1% |
| YTD | +6.0% | -9.5% | +15.5% | +6.6% |
| 1Y | -5.8% | +6.2% | -12.0% | -6.7% |
| 3Y | +71.8% | +20.7% | +51.1% | +67.8% |
| 5Y | +106.2% | +103.6% | +2.6% | +97.9% |
| All | +170.8% | +192.2% | -21.4% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling