+107.7%
COST vs CRS
+1,363.4%
-1,255.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.2% | -6.8% | +5.6% | -0.5% |
| 30D | -4.7% | -16.1% | +11.4% | -3.1% |
| 3M | -7.1% | -21.2% | +14.0% | -5.3% |
| 6M | -8.5% | +8.7% | -17.2% | -10.3% |
| YTD | +5.4% | +41.0% | -35.6% | -0.1% |
| 1Y | -5.6% | +82.7% | -88.3% | -14.1% |
| 3Y | +68.5% | +604.8% | -536.3% | +21.1% |
| All | +107.7% | +1,363.4% | -1,255.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling