+34.0%
CCL vs TOST
-30.2%
+64.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.6% |
| 7D | -0.3% | -4.7% | +4.3% | +1.7% |
| 30D | +10.3% | +8.5% | +1.8% | +6.5% |
| 3M | +6.6% | -1.6% | +8.2% | +7.0% |
| 6M | +20.0% | +44.1% | -24.1% | +1.8% |
| YTD | -1.9% | -5.6% | +3.7% | -2.5% |
| 1Y | +10.4% | -12.6% | +23.0% | +13.3% |
| 3Y | +134.8% | +137.6% | -2.7% | +48.1% |
| 5Y | +34.0% | -30.4% | +64.4% | +15.0% |
| All | +34.0% | -30.2% | +64.2% | +15.0% |
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 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