-35.8%
CBRS vs COST
-11.9%
-23.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -5.4% |
| 7D | +15.7% | -3.2% | +18.9% | +13.0% |
| 30D | -11.9% | -4.0% | -7.9% | -14.2% |
| 3M | -16.0% | -6.5% | -9.5% | -15.2% |
| All | -35.8% | -11.9% | -23.9% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling