-8.6%
CRM vs TOST
-7.5%
-1.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -1.6% |
| 7D | +2.0% | 0.0% | +1.9% | +1.9% |
| 30D | -7.7% | +16.2% | -23.9% | -14.5% |
| 3M | +8.4% | -1.5% | +9.9% | +7.9% |
| 6M | +31.9% | +55.3% | -23.4% | +2.6% |
| YTD | -17.2% | -2.3% | -14.9% | -18.9% |
| 1Y | -8.6% | -5.5% | -3.1% | -9.5% |
| All | -8.6% | -7.5% | -1.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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