-3.6%
COST vs EXPE
+40.7%
-44.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -1.0% |
| 7D | -3.1% | -9.5% | +6.4% | -3.1% |
| 30D | -2.8% | -6.6% | +3.8% | -2.7% |
| 3M | -5.7% | +31.4% | -37.1% | -4.9% |
| 6M | -8.8% | +35.2% | -44.0% | -7.7% |
| YTD | +6.7% | +5.8% | +0.9% | +7.7% |
| 1Y | -3.6% | +38.7% | -42.3% | -3.2% |
| All | -3.6% | +40.7% | -44.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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