-32.5%
CBRS vs TOST
+51.4%
-83.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +17.3% | -3.4% | +20.7% | +14.6% |
| 30D | -2.0% | -2.4% | +0.5% | -2.4% |
| 3M | -2.5% | +34.6% | -37.1% | +16.5% |
| All | -32.5% | +51.4% | -83.9% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling