+4,202.4%
COST vs CRL
+1,379.5%
+2,822.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.7% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -2.8% | +10.7% | -13.4% | -4.7% |
| 3M | -5.7% | +55.3% | -61.0% | -13.6% |
| 6M | -8.8% | +60.7% | -69.4% | -17.6% |
| YTD | +6.7% | +44.6% | -38.0% | -2.1% |
| 1Y | -3.6% | +77.7% | -81.4% | -15.6% |
| 3Y | +75.1% | +37.6% | +37.5% | +54.5% |
| 5Y | +108.9% | -35.8% | +144.7% | +111.8% |
| 10Y | +586.2% | +241.7% | +344.4% | +372.4% |
| All | +4,202.4% | +1,379.5% | +2,822.9% | +2,000.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling