+7.1%
CRM vs COST
-3.4%
+10.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -2.0% |
| 7D | +1.3% | -3.1% | +4.4% | +1.0% |
| 30D | +34.3% | -2.8% | +37.1% | +33.9% |
| 3M | +37.7% | -5.7% | +43.4% | +36.4% |
| 6M | +34.9% | -8.8% | +43.7% | +33.9% |
| YTD | -1.6% | +6.7% | -8.3% | -2.5% |
| 1Y | +7.1% | -3.6% | +10.8% | +5.9% |
| All | +7.1% | -3.4% | +10.5% | +5.9% |
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 · 6 months rolling