-10.0%
CRM vs COST
+12.8%
-22.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +2.3% |
| 7D | -6.2% | +6.6% | -12.8% | -6.0% |
| 30D | -1.2% | +13.5% | -14.6% | -0.6% |
| 3M | +19.1% | +10.6% | +8.6% | +19.4% |
| 6M | +23.0% | +3.6% | +19.3% | +22.3% |
| YTD | -13.7% | +22.1% | -35.7% | -15.2% |
| 1Y | -10.0% | +11.9% | -21.9% | -10.1% |
| All | -10.0% | +12.8% | -22.8% | -10.1% |
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 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