-10.0%
CRM vs ROST
+54.7%
-64.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -3.9% | +2.4% |
| 7D | -6.2% | +7.8% | -14.0% | -6.0% |
| 30D | -1.2% | +8.6% | -9.7% | -0.8% |
| 3M | +19.1% | -1.9% | +21.1% | +19.2% |
| 6M | +23.0% | +9.1% | +13.8% | +23.3% |
| YTD | -13.7% | +37.2% | -50.9% | -14.0% |
| 1Y | -10.0% | +52.7% | -62.7% | -13.1% |
| All | -10.0% | +54.7% | -64.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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