+105.6%
CB vs TOST
-48.0%
+153.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | -3.4% | +3.9% | +0.6% |
| 30D | -3.1% | -2.4% | -0.7% | -3.0% |
| 3M | +9.0% | +34.6% | -25.7% | +7.6% |
| 6M | +2.9% | +15.2% | -12.4% | +2.1% |
| YTD | +10.1% | -4.4% | +14.5% | +10.0% |
| 1Y | +22.8% | -17.4% | +40.2% | +23.4% |
| 3Y | +73.8% | +54.5% | +19.3% | +68.4% |
| All | +105.6% | -48.0% | +153.6% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling