+760.1%
COST vs CRL
+350.3%
+409.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +12.8% | +11.9% | +0.9% | +10.3% |
| 3M | +15.2% | +20.2% | -5.0% | +11.1% |
| 6M | +7.4% | +107.5% | -100.1% | -6.0% |
| YTD | +29.0% | +69.4% | -40.4% | +16.0% |
| 1Y | +20.3% | +99.7% | -79.4% | +4.7% |
| 3Y | +99.0% | +98.8% | +0.2% | +64.4% |
| 5Y | +125.7% | -12.4% | +138.1% | +124.1% |
| All | +760.1% | +350.3% | +409.9% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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