+26.4%
CCL vs TOST
-46.9%
+73.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.8% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +13.1% | +16.2% | -3.1% | +6.4% |
| 3M | +3.4% | -1.5% | +4.9% | +3.7% |
| 6M | +18.7% | +55.3% | -36.6% | -1.4% |
| YTD | -2.3% | -2.3% | +0.1% | -4.1% |
| 1Y | +14.2% | -5.5% | +19.7% | +13.4% |
| 3Y | +133.6% | +151.1% | -17.5% | +49.3% |
| 5Y | +33.5% | -27.9% | +61.4% | -0.3% |
| All | +26.4% | -46.9% | +73.3% | -5.4% |
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