+749.2%
COST vs EXPD
+336.9%
+412.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | +2.5% | +3.6% | -1.1% | +1.4% |
| 30D | +14.6% | +0.3% | +14.3% | +14.3% |
| 3M | +15.2% | +6.1% | +9.1% | +12.9% |
| 6M | +7.2% | +27.4% | -20.1% | -1.0% |
| YTD | +27.4% | +32.0% | -4.6% | +14.9% |
| 1Y | +20.2% | +40.5% | -20.3% | +5.9% |
| 3Y | +96.9% | +75.7% | +21.2% | +56.0% |
| 5Y | +122.8% | +61.7% | +61.1% | +79.1% |
| All | +749.2% | +336.9% | +412.3% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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