+5,760.6%
CRM vs COST
+3,137.8%
+2,622.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.8% |
| 7D | -4.4% | -1.2% | -3.2% | -3.7% |
| 30D | +28.1% | -4.7% | +32.9% | +31.8% |
| 3M | +48.8% | -7.1% | +55.9% | +55.8% |
| 6M | +28.3% | -8.5% | +36.8% | +34.4% |
| YTD | -6.0% | +5.4% | -11.4% | -10.8% |
| 1Y | +1.4% | -5.6% | +7.1% | +2.9% |
| 3Y | +11.8% | +68.5% | -56.6% | -25.2% |
| 5Y | -2.0% | +105.2% | -107.3% | -43.0% |
| 10Y | +239.6% | +610.7% | -371.1% | -16.9% |
| All | +5,760.6% | +3,137.8% | +2,622.8% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling