+126.9%
CB vs TOST
-46.9%
+173.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.9% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +7.3% | +16.2% | -8.9% | +6.6% |
| 3M | +9.4% | -1.5% | +10.9% | +9.4% |
| 6M | +19.6% | +55.3% | -35.7% | +17.4% |
| YTD | +21.5% | -2.3% | +23.8% | +21.2% |
| 1Y | +28.0% | -5.5% | +33.5% | +27.9% |
| 3Y | +74.9% | +151.1% | -76.3% | +65.6% |
| 5Y | +108.1% | -27.9% | +136.1% | +101.6% |
| All | +126.9% | -46.9% | +173.7% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling