-32.5%
CBRS vs COST
-11.4%
-21.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.3% | +9.4% |
| 7D | +17.3% | -3.1% | +20.4% | +14.6% |
| 30D | -2.0% | -2.8% | +0.8% | -3.8% |
| 3M | -2.5% | -5.7% | +3.2% | -1.5% |
| All | -32.5% | -11.4% | -21.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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 · Available span rolling