+10.4%
CCL vs TOST
-11.6%
+22.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -0.3% | -4.7% | +4.3% | +1.2% |
| 30D | +10.3% | +8.5% | +1.8% | +7.6% |
| 3M | +6.6% | -1.6% | +8.2% | +6.9% |
| 6M | +20.0% | +44.1% | -24.1% | +7.8% |
| YTD | -1.9% | -5.6% | +3.7% | -1.8% |
| 1Y | +10.4% | -12.6% | +23.0% | +15.9% |
| All | +10.4% | -11.6% | +22.1% | +15.9% |
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 · 6 months rolling