+760.1%
COST vs EXPE
+123.5%
+636.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | +12.8% | -6.1% | +18.9% | +13.2% |
| 3M | +15.2% | -21.3% | +36.5% | +17.4% |
| 6M | +7.4% | +19.0% | -11.6% | +5.1% |
| YTD | +29.0% | -8.4% | +37.5% | +28.8% |
| 1Y | +20.3% | -2.8% | +23.1% | +19.2% |
| 3Y | +99.0% | +120.8% | -21.8% | +77.7% |
| 5Y | +125.7% | +46.2% | +79.5% | +104.2% |
| All | +760.1% | +123.5% | +636.6% | +621.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling