+30.2%
CCL vs TOST
-40.0%
+70.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +3.1% | +4.0% | -1.0% | +1.4% |
| 30D | +17.5% | +11.1% | +6.5% | +12.4% |
| 3M | +6.8% | +0.8% | +6.0% | +6.0% |
| 6M | +18.7% | +38.8% | -20.1% | +2.5% |
| YTD | +3.0% | -2.1% | +5.1% | +0.8% |
| 1Y | +17.7% | -6.0% | +23.7% | +17.1% |
| 3Y | +155.6% | +149.8% | +5.8% | +59.1% |
| 5Y | +30.2% | -42.8% | +72.9% | +13.6% |
| All | +30.2% | -40.0% | +70.2% | +13.6% |
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