+27.3%
CCL vs TOST
-46.9%
+74.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +2.6% | +9.4% | -6.8% | -0.9% |
| 30D | +13.1% | +13.5% | -0.4% | +7.4% |
| 3M | +3.3% | -0.1% | +3.4% | +2.9% |
| 6M | +8.7% | +22.5% | -13.8% | -1.3% |
| YTD | -1.6% | -2.4% | +0.8% | -3.5% |
| 1Y | +14.0% | -4.7% | +18.7% | +12.8% |
| 3Y | +145.1% | +103.2% | +41.9% | +69.6% |
| 5Y | +21.2% | -41.2% | +62.5% | -8.6% |
| All | +27.3% | -46.9% | +74.2% | -4.7% |
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 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