+1.2%
CCL vs TOST
-48.0%
+49.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -5.0% | -3.4% | -1.6% | -3.7% |
| 30D | -20.3% | -2.4% | -17.9% | -19.7% |
| 3M | -15.1% | +34.6% | -49.8% | -24.9% |
| 6M | -15.1% | +15.2% | -30.3% | -21.1% |
| YTD | -21.8% | -4.4% | -17.4% | -22.4% |
| 1Y | -24.8% | -17.4% | -7.4% | -21.3% |
| 3Y | +51.9% | +54.5% | -2.6% | +17.5% |
| All | +1.2% | -48.0% | +49.2% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling