+11.8%
CRM vs COST
+70.3%
-58.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | -4.4% | -1.2% | -3.2% | -4.1% |
| 30D | +28.1% | -4.7% | +32.9% | +29.7% |
| 3M | +48.8% | -7.1% | +55.9% | +51.7% |
| 6M | +28.3% | -8.5% | +36.8% | +30.9% |
| YTD | -6.0% | +5.4% | -11.4% | -9.3% |
| 1Y | +1.4% | -5.6% | +7.1% | +2.0% |
| 3Y | +11.8% | +68.5% | -56.6% | -13.2% |
| All | +11.8% | +70.3% | -58.5% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling