+10.2%
CRM vs TOST
+53.6%
-43.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.2% |
| 7D | -5.0% | -4.7% | -0.3% | -3.6% |
| 30D | +23.6% | -9.1% | +32.7% | +26.8% |
| 3M | +39.6% | +29.8% | +9.8% | +28.2% |
| 6M | +23.4% | +10.0% | +13.4% | +18.6% |
| YTD | -7.4% | -8.6% | +1.3% | -6.9% |
| 1Y | -2.3% | -20.7% | +18.4% | +1.2% |
| All | +10.2% | +53.6% | -43.4% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling