-27.4%
CRM vs TOST
-36.3%
+8.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.9% | +3.0% | -6.9% | -4.8% |
| 30D | -6.8% | +10.3% | -17.1% | -9.7% |
| 3M | +8.3% | -3.3% | +11.6% | +8.8% |
| 6M | +17.9% | +37.8% | -19.9% | +6.4% |
| YTD | -18.9% | -2.8% | -16.1% | -19.3% |
| 1Y | -10.9% | -9.6% | -1.3% | -9.7% |
| 3Y | +1.8% | +144.6% | -142.8% | -26.2% |
| 5Y | -27.4% | -31.0% | +3.6% | -30.7% |
| All | -27.4% | -36.3% | +8.8% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling