+32.7%
CCL vs TOST
-47.7%
+80.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -1.5% | -3.6% | +2.0% | -0.1% |
| 30D | +16.5% | +8.9% | +7.6% | +12.4% |
| 3M | +11.2% | -2.2% | +13.4% | +11.9% |
| 6M | +22.6% | +41.0% | -18.4% | +5.8% |
| YTD | +2.6% | -4.0% | +6.6% | +1.3% |
| 1Y | +17.0% | -9.6% | +26.6% | +18.2% |
| 3Y | +145.5% | +141.7% | +3.9% | +59.4% |
| 5Y | +36.1% | -29.5% | +65.6% | +2.4% |
| All | +32.7% | -47.7% | +80.5% | 0.0% |
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