+105.5%
CB vs TOST
-41.7%
+147.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +2.6% | +11.6% | -9.0% | +2.1% |
| 30D | +11.2% | +16.2% | -5.0% | +10.4% |
| 3M | +5.7% | +1.0% | +4.7% | +5.6% |
| 6M | +15.9% | +23.2% | -7.3% | +14.7% |
| YTD | +20.2% | -1.0% | +21.1% | +19.8% |
| 1Y | +32.4% | -9.9% | +42.3% | +32.6% |
| 3Y | +75.5% | +101.0% | -25.5% | +67.7% |
| 5Y | +105.5% | -40.4% | +145.9% | +106.8% |
| All | +105.5% | -41.7% | +147.2% | +106.8% |
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