+27.9%
CCL vs TOST
-46.9%
+74.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +3.1% | +9.4% | -6.3% | -0.4% |
| 30D | +13.7% | +13.5% | +0.2% | +8.0% |
| 3M | +3.8% | -0.1% | +4.0% | +3.5% |
| 6M | +9.3% | +22.5% | -13.2% | -0.8% |
| YTD | -1.1% | -2.4% | +1.3% | -3.0% |
| 1Y | +14.6% | -4.7% | +19.3% | +13.3% |
| 3Y | +146.4% | +103.2% | +43.2% | +70.4% |
| 5Y | +21.9% | -41.2% | +63.1% | -8.1% |
| All | +27.9% | -46.9% | +74.8% | -4.2% |
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 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