+123.9%
CDE vs TOST
-46.9%
+170.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -3.2% |
| 7D | -9.6% | 0.0% | -9.7% | -9.6% |
| 30D | -6.7% | +16.2% | -22.9% | -10.6% |
| 3M | -24.2% | -1.5% | -22.7% | -24.2% |
| 6M | -29.1% | +55.3% | -84.4% | -37.9% |
| YTD | -21.5% | -2.3% | -19.2% | -22.8% |
| 1Y | -7.4% | -5.5% | -1.8% | -8.1% |
| 3Y | +596.3% | +151.1% | +445.2% | +410.7% |
| 5Y | +95.7% | -27.9% | +123.7% | +59.5% |
| All | +123.9% | -46.9% | +170.8% | +85.9% |
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 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