+20.3%
COST vs EXPE
-4.7%
+25.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | +12.8% | -6.1% | +18.9% | +12.9% |
| 3M | +15.2% | -21.3% | +36.5% | +15.4% |
| 6M | +7.4% | +19.0% | -11.6% | +8.8% |
| YTD | +29.0% | -8.4% | +37.5% | +30.9% |
| 1Y | +20.3% | -2.8% | +23.1% | +21.3% |
| All | +20.3% | -4.7% | +25.0% | +21.3% |
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